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The exponential formula for the reachable set of a Lipschitz differential inclusion. (English) Zbl 0736.34015

A method of discrete approximation of the reachable set of a differential inclusion \(x'\in F(x)\), \(x(0)=\xi\), with \(F\) Lipschitzian, is proposed. (Similar results have been given by A. I. Panasyuk and V. I. Panasyuk [Math. Notes 27, 213-218 (1980); translation from Mat. Zametki 27, 429-437 (1980; Zbl 0443.49031)].) The result is applied to the problem of characterization of the value function of the optimal control problem of Mayer.

MSC:

34A60 Ordinary differential inclusions
49K24 Optimal control problems with differential inclusions (nec./ suff.) (MSC2000)
49L25 Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
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