Authors: Hayk Sedrakyan
Publish Date: 2015/08/13
Volume: 168, Issue: 1, Pages: 63-91
Abstract
In the present paper we investigate stability of solutions of Hamilton–Jacobi–Bellman equations under state constraints by studying stability of value functions of a suitable family of Bolza optimal control problems under state constraints The stability is guaranteed by the classical assumptions imposed on Hamiltonians and an inwardpointing condition on state constraints
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