On the value function for optimal control problems with infinite horizon

DOI10.1002/1617-7061(200203)1:1%3C95::AID-PAMM95%3E3.0.CO;2-CMaRDI QIDQ3510535zbMATH OpenFDO

Authors A. Leitão

Publication date 3 July 2008

Full work available at URL https://doi.org/10.1002/1617-7061(200203)1:1%3C95::AID-PAMM95%3E3.0.CO;2-C

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

(18)

• Stability properties of the value function in an infinite horizon optimal control problem
• Continuity and the Lipschitz property of the Bellman function in some optimization problems on the semi-infinite interval \([0,+{\infty})\)
• The value-function of an infinite-horizon linear-quadratic problem
• The viability kernel algorithm for computing value functions of infinite horizon optimal control problems
• On the Bellman equation for infinite horizon problems with unbounded cost functional
• On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon
• Basic properties of the value functions of infinite-horizon optimal control problems
• Verification theorems for infinite-horizon optimal control problems
• Value Functions and Transversality Conditions for Infinite Horizon Optimal Control Problems
• On the homogeneity of value function of the optimal control problem
• scientific article; zbMATH DE number 1147060 (Why is no real title available?)
• scientific article; zbMATH DE number 1163602 (Why is no real title available?)
• Numerical methods for construction of value functions in optimal control problems on an infinite horizon
• Properties of the value function in optimal control problems with infinite horizon
• Computing the value function for an optimal control problem
• Differential properties of the value functions of infinite-horizon optimal control problems
• On the value function for nonautonomous optimal control problems with infinite horizon
• Erratum to: Value functions and transversality conditions for infinite-horizon optimal control problems

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