On singularities of value function for Bolza optimal control problem

DOI10.1016/J.JMAA.2004.10.003MaRDI QIDQ2484285zbMATH OpenOpenAlexFDO

Authors Hélène Frankowska, Anna Ochal

Publication date 1 August 2005

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2004.10.003

zbMATH Keywords

Bolza problemHamilton-Jacobi equationsoptimal controlsingularitiesvalue functioncharacteristicsRankine-Hugoniot condition

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited in

(6)

• Existence and uniqueness for variational data assimilation in continuous time
• The value functions of singularly perturbed time-optimal control problems in the framework of Lyapunov functions method
• scientific article; zbMATH DE number 2233578 (Why is no real title available?)
• An algorithm for construction of \(\varepsilon\)-value functions for the Bolza control problem
• A characteristic method for fully convex Bolza problems over arcs of bounded variation
• Riccati equations for generalized singular estimate control systems

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