Characterisation of the value function of final state constrained control problems with BV trajectories

Ariela Briani (1) , Hasnaa Zidani (2, 1)

1 OC - Optimisation et commande
2 Commands - Control, Optimization, Models, Methods and Applications for Nonlinear Dynamical Systems

This paper aims to investigate a control problem governed by differential equations with Random measure as data and with final state constraints. By using a known reparametrization method (by Dal Maso and Rampazzo), we obtain that the value function can be characterized by means of an auxiliary control problem involving absolutely continuous trajectories. We study the characterization of the value function of this auxiliary problem and discuss its discrete approximations.

Domaines: Optimisation et contrôle [math.OC]

Ariela Briani, Hasnaa Zidani. Characterisation of the value function of final state constrained control problems with BV trajectories. 2009. ⟨hal-00457804v2⟩