Optimal Control with State-Space Constraint I
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Publication:3730524
DOI10.1137/0324032zbMath0597.49023OpenAlexW2141616022WikidataQ57636105 ScholiaQ57636105MaRDI QIDQ3730524
Publication date: 1986
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0324032
viscosity subsolutionviscosity supersolutionoptimal value functionHamilton-Jacobi-Bellman (HJB) equationdeterministic optimal control problemstate space constraints
Dynamic programming in optimal control and differential games (49L20) Nonlinear boundary value problems for linear elliptic equations (35J65) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Optimal stochastic control (93E20) Diffusion processes (60J60) Generalized solutions to partial differential equations (35D99)
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