Use of Approximations of Hamilton-Jacobi-Bellman Inequality for Solving Periodic Optimization Problems

DOI10.1007/978-3-662-43404-8_5zbMath1325.49041arXiv1309.1824OpenAlexW1602222907MaRDI QIDQ2948781

Ludmila Manic, Vladimir Gaitsgory

Publication date: 6 October 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.1824

zbMATH Keywords

necessary and sufficient conditions of optimalityHamilton-Jacobi-Bellman inequalityperiodic optimization problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems involving ordinary differential equations (49K15) Periodic optimal control problems (49N20)

Related Items (4)

Linear programming based optimality conditions and approximate solution of a deterministic periodic optimal control problem in discrete time ⋮ On Near Optimal Control of Systems with Slow Observables ⋮ On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria ⋮ Averaging and linear programming in some singularly perturbed problems of optimal control

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