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Dirichlet problems for some Hamilton-Jacobi equations with inequality constraints

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3 Author(s)
Aubin, J.-P. ; LASTRE (Lab. d''Applic. des Syst. Tychastiques Regules), Paris, France ; Bayen, A.M. ; Saint-Pierre, P.

This conference paper is a summary of the article ¿Dirichlet problems for some Hamilton-Jacobi equations with inequality constraints¿, J.-P. Aubin, A. Bayen, P. Saint-Pierre, SIAM Journal on Control and Optimization, 47(5), pp. 23482380, 2008, doi:10.1137/060659569. The full article contains all proofs and theorems summarized here. We use viability techniques for solving Dirichlet problems with inequality constraints (obstacles) for a class of Hamilton-Jacobi equations. The hypograph of the ¿solution¿ is defined as the ¿capture basin¿ under an auxiliary control system of a target associated with the initial and boundary conditions, viable in an environment associated with the inequality constraint. From the tangential condition characterizing capture basins, we prove that this solution is the unique ¿upper semicontinuous¿ solution to the Hamilton-Jacobi-Bellman partial differential equation in the Barron-Jensen/Frankowska sense. We show how this framework allows us to translate properties of capture basins into corresponding properties of the solutions to this problem. For instance, this approach provides a representation formula of the solution which boils down to the Lax-Hopf formula in the absence of constraints.

Published in:

Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on

Date of Conference:

15-18 Dec. 2009