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June  2015, 5(2): 291-303. doi: 10.3934/mcrf.2015.5.291

A note on optimality conditions for optimal exit time problems

1. 

Università di Padova, Dipartimento di Matematica, via Trieste 63, 35121 Padova, Italy

Received  March 2014 Revised  July 2014 Published  April 2015

In this note, we obtain some optimality conditions for optimal control problems with exit time similar to those obtained in [Cannarsa, Pignotti and Sinestrari, Discrete Contin. Dynam. Systems 6 (2000), 975 - 997] without requiring an assumption on the Hamiltonian.
Citation: Luong V. Nguyen. A note on optimality conditions for optimal exit time problems. Mathematical Control & Related Fields, 2015, 5 (2) : 291-303. doi: 10.3934/mcrf.2015.5.291
References:
[1]

M. Bardi and I. Capuzzo-Dolcetta, Optimal Control and Viscosity Solutions of Hamiltonian-Jacobi-Bellman Equations,, Systems & Control: Foundations & Applications, (1997). doi: 10.1007/978-0-8176-4755-1.

[2]

P. Cannarsa, A. Marigonda and K. T. Nguyen, Optimality conditions and regularity results for time optimal control problems with differential inclusions,, J. Math. Anal. Appl., 427 (2015), 202. doi: 10.1016/j.jmaa.2015.02.027.

[3]

P. Cannarsa, C. Pignotti and C. Sinestrari, Semiconcavity for optimal control problems with exit time,, Discrete Contin. Dynam. Systems, 6 (2000), 975. doi: 10.3934/dcds.2000.6.975.

[4]

P. Cannarsa and C. Sinestrari, Convexity properties of the minimun time function,, Calc. Var. Partial Differential Equations, 3 (1995), 273. doi: 10.1007/BF01189393.

[5]

P. Cannarsa and C. Sinestrari, On a class of nonlinear time optimal control problems,, Discrete Contin. Dynam. Systems, 1 (1995), 285. doi: 10.3934/dcds.1995.1.285.

[6]

P. Cannarsa and C. Sinestrari, Semiconcave Functions, Hamilton-Jacobi Equations and Optimal Control,, Progress in Nonlinear Differential Equations and their Applications, (2004).

[7]

H. Frankowska and L. V. Nguyen, Local regularity of the minimum time function,, J. Optim. Theory. Appl., 164 (2005), 68. doi: 10.1007/s10957-014-0575-x.

[8]

E. B. Lee and L. Markus, Foundations of Optimal Control Theory,, John Wiley & Sons, (1967).

[9]

C. Pignotti, Rectifiability results for singular and conjugate points of optimal exit time problems,, J. Math. Anal. Appl., 270 (2002), 681. doi: 10.1016/S0022-247X(02)00110-5.

show all references

References:
[1]

M. Bardi and I. Capuzzo-Dolcetta, Optimal Control and Viscosity Solutions of Hamiltonian-Jacobi-Bellman Equations,, Systems & Control: Foundations & Applications, (1997). doi: 10.1007/978-0-8176-4755-1.

[2]

P. Cannarsa, A. Marigonda and K. T. Nguyen, Optimality conditions and regularity results for time optimal control problems with differential inclusions,, J. Math. Anal. Appl., 427 (2015), 202. doi: 10.1016/j.jmaa.2015.02.027.

[3]

P. Cannarsa, C. Pignotti and C. Sinestrari, Semiconcavity for optimal control problems with exit time,, Discrete Contin. Dynam. Systems, 6 (2000), 975. doi: 10.3934/dcds.2000.6.975.

[4]

P. Cannarsa and C. Sinestrari, Convexity properties of the minimun time function,, Calc. Var. Partial Differential Equations, 3 (1995), 273. doi: 10.1007/BF01189393.

[5]

P. Cannarsa and C. Sinestrari, On a class of nonlinear time optimal control problems,, Discrete Contin. Dynam. Systems, 1 (1995), 285. doi: 10.3934/dcds.1995.1.285.

[6]

P. Cannarsa and C. Sinestrari, Semiconcave Functions, Hamilton-Jacobi Equations and Optimal Control,, Progress in Nonlinear Differential Equations and their Applications, (2004).

[7]

H. Frankowska and L. V. Nguyen, Local regularity of the minimum time function,, J. Optim. Theory. Appl., 164 (2005), 68. doi: 10.1007/s10957-014-0575-x.

[8]

E. B. Lee and L. Markus, Foundations of Optimal Control Theory,, John Wiley & Sons, (1967).

[9]

C. Pignotti, Rectifiability results for singular and conjugate points of optimal exit time problems,, J. Math. Anal. Appl., 270 (2002), 681. doi: 10.1016/S0022-247X(02)00110-5.

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