Abstract
We consider a target problem for a nonlinear system under state constraints. We give a new continuous level-set approach for characterizing the optimal times and the backwardreachability sets. This approach leads to a characterization via a Hamilton-Jacobi equation, without assuming any controllability assumption. We also treat the case of time-dependent state constraints, as well as a target problem for a two-player game with state constraints. Our method gives a good framework for numerical approximations, and some numerical illustrations are included in the paper.
| Original language | English |
|---|---|
| Pages (from-to) | 4292-4316 |
| Number of pages | 25 |
| Journal | SIAM Journal on Control and Optimization |
| Volume | 48 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - 1 Jan 2010 |
| Externally published | Yes |
Keywords
- Attainable set
- Hamilton-Jacobi-Bellman equations
- Level-set method
- Minimal time problem
- Reachability set
- State constraints
- Two-player game
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