MINIMAL-TIME FUNCTION IN PROBLEMS WITHOUT LOCAL-CONTROLLABILITY

Authors
MIGNANEGO F PIERI G
Citation
F. Mignanego et G. Pieri, MINIMAL-TIME FUNCTION IN PROBLEMS WITHOUT LOCAL-CONTROLLABILITY, Journal of optimization theory and applications, 78(1), 1993, pp. 49-58
Citations number
15
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
78
Issue
1
Year of publication
1993
Pages
49 - 58
Database
ISI
SICI code
0022-3239(1993)78:1<49:MFIPWL>2.0.ZU;2-Y
Abstract
We consider a linear optimal-time problem P0, with control constraint set U0 which is not a neighborhood of the origin. We show that it is p ossible to find T0, the minimal-time function or Bellman's function of problem P0, as limit in R(m) of {T(n){n greater-than-or-equal-to 1, t he sequence of Bellman's functions of linear optimal-time problems P(n ). Problems P(n), with perturbed constraint set U(n), satisfy the assu mptions giving T(n) as the unique viscosity solution of the Hamilton-J acobi-Bellman equation of problems P(n).