December  2005, 4(4): 743-756. doi: 10.3934/cpaa.2005.4.743

Structural stability of optimal control problems

1. 

Faculté des Mathématiques, Université USTHB Alger, Algérie, Algeria

Received  October 2004 Revised  April 2005 Published  September 2005

In this article, we prove that solutions for a class of optimal control problems we study, defined "in a less restrictive sense then usual" a dynamical system such that every state which is optimal is a sink and between every pair of sinks there is a unique source at least generically. The corresponding problem is shown to be structurally stable.
Citation: M'hamed Kesri. Structural stability of optimal control problems. Communications on Pure & Applied Analysis, 2005, 4 (4) : 743-756. doi: 10.3934/cpaa.2005.4.743
[1]

Steven Richardson, Song Wang. The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains. Journal of Industrial & Management Optimization, 2010, 6 (1) : 161-175. doi: 10.3934/jimo.2010.6.161

[2]

Zhen-Zhen Tao, Bing Sun. A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation. Electronic Research Archive, 2021, 29 (5) : 3429-3447. doi: 10.3934/era.2021046

[3]

Jean-Claude Zambrini. On the geometry of the Hamilton-Jacobi-Bellman equation. Journal of Geometric Mechanics, 2009, 1 (3) : 369-387. doi: 10.3934/jgm.2009.1.369

[4]

Bian-Xia Yang, Shanshan Gu, Guowei Dai. Existence and multiplicity for Hamilton-Jacobi-Bellman equation. Communications on Pure & Applied Analysis, 2021, 20 (11) : 3767-3793. doi: 10.3934/cpaa.2021130

[5]

Daniele Castorina, Annalisa Cesaroni, Luca Rossi. On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary. Communications on Pure & Applied Analysis, 2016, 15 (4) : 1251-1263. doi: 10.3934/cpaa.2016.15.1251

[6]

Xuhui Wang, Lei Hu. A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory. Journal of Industrial & Management Optimization, 2021  doi: 10.3934/jimo.2021137

[7]

Mohamed Assellaou, Olivier Bokanowski, Hasnaa Zidani. Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets. Discrete & Continuous Dynamical Systems, 2015, 35 (9) : 3933-3964. doi: 10.3934/dcds.2015.35.3933

[8]

Nguyen Huy Chieu, Jen-Chih Yao. Subgradients of the optimal value function in a parametric discrete optimal control problem. Journal of Industrial & Management Optimization, 2010, 6 (2) : 401-410. doi: 10.3934/jimo.2010.6.401

[9]

Federica Masiero. Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian. Discrete & Continuous Dynamical Systems, 2012, 32 (1) : 223-263. doi: 10.3934/dcds.2012.32.223

[10]

Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega. The stochastic Hamilton-Jacobi equation. Journal of Geometric Mechanics, 2009, 1 (3) : 295-315. doi: 10.3934/jgm.2009.1.295

[11]

Xiao Wen. Structurally stable homoclinic classes. Discrete & Continuous Dynamical Systems, 2016, 36 (3) : 1693-1707. doi: 10.3934/dcds.2016.36.1693

[12]

Tomoki Ohsawa, Anthony M. Bloch. Nonholonomic Hamilton-Jacobi equation and integrability. Journal of Geometric Mechanics, 2009, 1 (4) : 461-481. doi: 10.3934/jgm.2009.1.461

[13]

Nalini Anantharaman, Renato Iturriaga, Pablo Padilla, Héctor Sánchez-Morgado. Physical solutions of the Hamilton-Jacobi equation. Discrete & Continuous Dynamical Systems - B, 2005, 5 (3) : 513-528. doi: 10.3934/dcdsb.2005.5.513

[14]

María Barbero-Liñán, Manuel de León, David Martín de Diego, Juan C. Marrero, Miguel C. Muñoz-Lecanda. Kinematic reduction and the Hamilton-Jacobi equation. Journal of Geometric Mechanics, 2012, 4 (3) : 207-237. doi: 10.3934/jgm.2012.4.207

[15]

Larry M. Bates, Francesco Fassò, Nicola Sansonetto. The Hamilton-Jacobi equation, integrability, and nonholonomic systems. Journal of Geometric Mechanics, 2014, 6 (4) : 441-449. doi: 10.3934/jgm.2014.6.441

[16]

Fabio Camilli, Paola Loreti, Naoki Yamada. Systems of convex Hamilton-Jacobi equations with implicit obstacles and the obstacle problem. Communications on Pure & Applied Analysis, 2009, 8 (4) : 1291-1302. doi: 10.3934/cpaa.2009.8.1291

[17]

Yoshikazu Giga, Przemysław Górka, Piotr Rybka. Nonlocal spatially inhomogeneous Hamilton-Jacobi equation with unusual free boundary. Discrete & Continuous Dynamical Systems, 2010, 26 (2) : 493-519. doi: 10.3934/dcds.2010.26.493

[18]

Nicolas Forcadel, Mamdouh Zaydan. A comparison principle for Hamilton-Jacobi equation with moving in time boundary. Evolution Equations & Control Theory, 2019, 8 (3) : 543-565. doi: 10.3934/eect.2019026

[19]

Yuxiang Li. Stabilization towards the steady state for a viscous Hamilton-Jacobi equation. Communications on Pure & Applied Analysis, 2009, 8 (6) : 1917-1924. doi: 10.3934/cpaa.2009.8.1917

[20]

Alexander Quaas, Andrei Rodríguez. Analysis of the attainment of boundary conditions for a nonlocal diffusive Hamilton-Jacobi equation. Discrete & Continuous Dynamical Systems, 2018, 38 (10) : 5221-5243. doi: 10.3934/dcds.2018231

2020 Impact Factor: 1.916

Metrics

  • PDF downloads (100)
  • HTML views (0)
  • Cited by (1)

Other articles
by authors

[Back to Top]