The Bellman equation for minimizing the maximum cost
From MaRDI portal
Publication:3032901
DOI10.1016/0362-546X(89)90096-5zbMath0691.49030OpenAlexW2038855137MaRDI QIDQ3032901
Hitoshi Ishii, Emmanuel Nicholas Barron
Publication date: 1989
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0362-546x(89)90096-5
Dynamic programming in optimal control and differential games (49L20) Optimality conditions for minimax problems (49K35)
Related Items (45)
Discontinuous differential games and control systems with supremum cost ⋮ The Pontryagin maximum principle for minimax problems of optimal control ⋮ On reachability and minimum cost optimal control ⋮ Unnamed Item ⋮ Optimal control and differential games with measures ⋮ Differential games in \(L^{\infty}\) ⋮ \((L^\infty+\mathrm{Bolza})\) control problems as dynamic differential games ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ Viability, viscosity, and storage functions in model-predictive control with terminal constraints ⋮ Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem ⋮ Semicontinuous solutions for Hamilton-Jacobi equations and the \(L^ \infty\)-control problem ⋮ Differential games with maximum cost ⋮ Unnamed Item ⋮ Duality for the $L^{\infty }$ optimal transport problem ⋮ \(L ^{\infty }\) variational problems with running costs and constraints ⋮ Hamilton–Jacobi–Bellman Equations ⋮ An approximation scheme for uncertain minimax optimal control problems ⋮ On \(\mathcal L^1\) limit solutions in impulsive control ⋮ \(\mathcal{L}^1\) limit solutions for control systems ⋮ Quickest detection of a hidden target and extremal surfaces ⋮ Hope-lax type formular foru∞t+Hu,Du=0:II ⋮ Explicit solution of some first-order PDE's ⋮ Reach-avoid differential games with targets and obstacles depending on controls ⋮ The L∞ control problem with continuous control functions ⋮ Solving minimax control problems via nonsmooth optimization ⋮ Lyapunov stability using minimum distance control ⋮ Homogenization in \(L^\infty\) ⋮ Max-plus stochastic control and risk-sensitivity ⋮ Lower semicontinuity of \(L^\infty\) functionals. ⋮ Discontinuous control problems for non-convex dynamics and near viability for singularly perturbed control systems ⋮ Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost ⋮ Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming ⋮ Hamilton-Jacobi equations related with differential games with supremum cost. ⋮ The Bellman equation for control of the running max of a diffusion and applications to look-back options ⋮ Characterization of barriers of differential games ⋮ Min–max control problems via occupational measures ⋮ Relaxation of minimax optimal control problems with infinite horizon ⋮ Optimal Tracking Portfolio with a Ratcheting Capital Benchmark ⋮ Generalized Hopf formulas for the nonautonomous Hamilton-Jacobi equation ⋮ Equivalent formulations of optimal control problems with maximum cost and applications ⋮ An optimal feedback control that minimizes the epidemic peak in the SIR model under a budget constraint ⋮ Formula for a solution of \(u_t+H (u,Du)=g\) ⋮ Indirect obstacle minimax control for elliptic variational inequalities ⋮ Necessary conditions for minimax control problems of second order elliptic partial differential equations ⋮ State constrained \(L^\infty\) optimal control problems interpreted as differential games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
- Viscosity Solutions of Hamilton-Jacobi Equations
- Discontinuous solutions of deterministic optimal stopping time problems
- Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians
This page was built for publication: The Bellman equation for minimizing the maximum cost