Pages that link to "Item:Q1690969"
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The following pages link to Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints (Q1690969):
Displaying 11 items.
- Optimal trajectory tracking solution: fractional order viewpoint (Q1717528) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- Stochastic optimal control in infinite dimensions with state constraints (Q2157306) (← links)
- Optimality conditions for linear-convex optimal control problems with mixed constraints (Q2159447) (← links)
- Optimistic planning algorithms for state-constrained optimal control problems (Q2667972) (← links)
- Relationship between the maximum principle and dynamic programming for minimax problems (Q2688960) (← links)
- Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints (Q5016145) (← links)
- Application of maximum principle to optimization of production and storage costs (Q5097081) (← links)
- A general comparison principle for Hamilton Jacobi Bellman equations on stratified domains (Q5878130) (← links)
- On the fragility of the basis on the Hamilton-Jacobi-Bellman equation in economic dynamics (Q6121882) (← links)
- Optimal control of nonlinear systems with integer‐valued control inputs and stochastic constraints (Q6180542) (← links)
