1 juillet 2024
XLIM, University of Limoges, Faculty of Sciences and Techniques
Fuseau horaire Europe/Paris

Hamilton-Jacobi-Bellman approach for optimal control problems of sweeping processes

1 juil. 2024, 09:00
45m
XR 201, XLIM Building (XLIM, University of Limoges, Faculty of Sciences and Techniques)

XR 201, XLIM Building

XLIM, University of Limoges, Faculty of Sciences and Techniques

123 Avenue Albert Thomas, 87060 Limoges France

Orateur

Emilio Vilches (Universidad de O'Higgins)

Description

In this talk, we are concerned with a state-constrained optimal control problem governed by Moreau's sweeping process with a controlled drift. We discuss the Bellman approach for an infinite horizon problem. In particular, we focus on the regularity of the value function and on the Hamilton-Jacobi-Bellman equation it satisfies. We discuss a uniqueness result and we make a comparison with standard state-constrained optimal control problems to highlight a regularizing effect that the sweeping process induces on the value function.

Auteur principal

Emilio Vilches (Universidad de O'Higgins)

Documents de présentation

Aucun document.