Publication:2034003

DOI10.1016/J.JDE.2021.04.024zbMATH Open1468.49011OpenAlexW3162239996MaRDI QIDQ2034003FDOQ2034003

Hadjer Hechaichi, Dan Goreac, Oana Silvia Serea

Publication date: 18 June 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2021.04.024

zbMATH Keywords

dynamic programmingviscosity analysis

Mathematics Subject Classification ID

Linear programming (90C05) Methods involving semicontinuity and convergence; relaxation (49J45) Dynamic programming in optimal control and differential games (49L20)

Cites Work

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• Viscosity solutions of Hamilton-Jacobi equations
• Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
• Averaging of singularly perturbed controlled stochastic differential equations
• Optimality issues for a class of controlled singularly perturbed stochastic systems
• The Bellman equation for minimizing the maximum cost
• On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
• Discontinuous solutions of deterministic optimal stopping time problems
• Local differentiability of distance functions
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Primal-lower-nice property of value functions in optimization and control problems
• Differential inclusions in nonsmooth mechanical problems. Shocks and dry friction
• Sweeping process with regular and nonregular sets.
• An existence theorem for a class of differential equations with multivalued right-hand side
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
• Optimality conditions for reflecting boundary control problems
• On Reflecting Boundary Problem for Optimal Control
• Existence of slow solutions for a class of differential inclusions
• Viscosity solutions for partial differential equations with Neumann type boundary conditions and some aspects of Aubry-Mather theory
• Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems
• Reflected Differential Games
• Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems
• Semiconcave solutions of partial differential inclusions

Cited In (1)

• Optimality conditions for \(\mathbb{L}^p\) problems with reflected dynamics

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