Generalization of Cauchy's characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes (Q2018652)

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scientific article; zbMATH DE number 6419288
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    Generalization of Cauchy's characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes
    scientific article; zbMATH DE number 6419288

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      Generalization of Cauchy's characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes (English)
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      25 March 2015
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      Pontryagin's maximum principle
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      singular optimal control
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      Hamilton-Jacobi-Bellman equation
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      cost function
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      smoothness
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      viral infections
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