Minimax and viscosity solutions in optimization problems for hereditary systems

DOI10.1134/S0081543810060179zbMath1231.49006MaRDI QIDQ643773

N. Yu. Lukoyanov

Publication date: 2 November 2011

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543810060179

zbMATH Keywords

optimal control; differential games; viscosity solution; time-delay systems; Hamilton-Jacobi equations; minimax solution

Mathematics Subject Classification ID

93C73: Perturbations in control/observation systems

49J35: Existence of solutions for minimax problems

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

49N75: Pursuit and evasion games

Related Items

Unnamed Item, Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems, Minimax solutions of Hamilton–Jacobi equations with fractional coinvariant derivatives, Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations, Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems, Path-dependent Hamilton-Jacobi equations in infinite dimensions, Path-dependent Hamilton-Jacobi equations: the minimax solutions revised, Viscosity solutions of Hamilton-Jacobi equations for neutral-type systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems
• On the Hamilton-Jacobi-Bellmann equations in Banach spaces
• Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
• History path dependent optimal control and portfolio valuation and management
• Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
• Hamilton–Jacobi theory for hereditary control problems
• Optimal Feedback Controls
• Hamilton–Jacobi Theory for Optimal Control Problems with Data Measurable in Time