On consistent regularities of control and value functions

DOI10.1080/01630569708816768MaRDI QIDQ4351399zbMATH OpenOpenAlexFDO

Authors V. N. Mel'nik

Publication date 25 January 1998

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630569708816768

zbMATH Keywords

approximation of the Hamiltoniancoupling regularitiesdiscrete controlHausdorff spaceoptimal controlprobabilistic weight function

Mathematics Subject Classification ID

Existence theories for problems in abstract spaces (49J27) Nonsmooth analysis (49J52) Optimal stochastic control (93E20)

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Cites work

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Cited in

(8)

• Distance geometry algorithms in molecular modelling of polymer and composite systems.
• Discrete models of coupled dynamic thermoelasticity for stress-temperature formulations.
• Value function for regional control problems via dynamic programming and Pontryagin maximum principle
• First passage time for multivariate jump-diffusion processes in finance and other areas of applications
• Convergence of the operator-difference scheme to generalized solutions of a coupled field theory problem
• Topological analysis of eigenvalues in engineering computations
• Finite-dimensional representations of the value functions of some optimal control problems
• Markov chain network training and conservation law approximations: Linking microscopic and macroscopic models for evolution

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