Hamilton-Jacobi-Bellman equations on time scales

DOI10.1016/J.MCM.2008.12.008zbMath1171.39302OpenAlexW1981878675MaRDI QIDQ732681

Zaidong Zhan, Honglei Xu, Wei Wei

Publication date: 12 October 2009

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2008.12.008

zbMATH Keywords

Hamilton-Jacobi-Bellman equationtime scaleschain ruleBellman optimality principle

Mathematics Subject Classification ID

Additive difference equations (39A10) Discrete approximations in optimal control (49M25)

Related Items (17)

Nonlinear dynamic systems and optimal control problems on time scales ⋮ Conditions for the existence of optimal control for some classes of differential equations on time scales ⋮ Gronwall-type integral inequalities with impulses on time scales ⋮ Optimal control for some classes of dynamic equations on the infinite interval of time scale ⋮ Leitmann's direct method of optimization for absolute extrema of certain problems of the calculus of variations on time scales ⋮ The second Euler-Lagrange equation of variational calculus on time scales ⋮ Hamilton-Jacobi theory over time scales and applications to linear-quadratic problems ⋮ Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales ⋮ Noether theory for Birkhoffian systems with nabla derivatives ⋮ Sequential decision problems on isolated time domains ⋮ Calculus of Variations on Time Scales with Nabla Derivatives of Exponential Function ⋮ Nonlinear integro-differential equations and optimal control problems on time scales ⋮ Filippov's selection theorem and the existence of solutions for optimal control problems in time scales ⋮ Noether theorem for nonholonomic nonconservative mechanical systems in phase space on time scales ⋮ Viscous solutions of the Hamilton-Jacobi-Bellman equation on time scales ⋮ On existence of optimal control governed by a class of the first-order linear dynamic systems on time scales ⋮ On Volterra integral equations on time scales

Cites Work

• Analysis on measure chains - a unified approach to continuous and discrete calculus
• Weak maximum principle and accessory problem for control problems on time scales
• Calculus of variations on time scales: Weak local piecewise \(C_{\text{rd}}^{1}\) solutions with variable endpoints.
• An application of time scales to economics
• Noether's theorem on time scales
• Higher-Order Calculus of Variations on Time Scales
• Realizations of Nonlinear Control Systems on Time Scales
• An introduction to complex functions on products of two time scales
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