Optimal Control and Semicontinuous Viscosity Solutions
From MaRDI portal
In a previous paper [Commun. Partial Differ. Equations 15, No. 12, 1713- 1742 (1990; Zbl 0732.35014)], the authors extended the notion of viscosity solutions for Hamilton-Jacobi equations when the terminal data is only upper semicontinuous at the expense of requiring that the Hamiltonian be convex. The authors establish that for an optimal control problem with upper semicontinuous terminal data, the upper semicontinuous envelope of the value function is the unique upper semicontinuous viscosity solution of the Hamilton-Jacobi-Bellman equation for the problem.
Recommendations
- scientific article; zbMATH DE number 46492
- Viscosity solutions and optimal control problems with integral constraints
- scientific article; zbMATH DE number 617168
- OPTIMAL CONTROL PROBLEMS FOR SEMILINEAR EVOLUTION EQUATIONS
- Optimal control for semilinear evolution equations
- Optimal control problems for viscous Cahn-Hilliard equation
- Optimal Control of Partial Differential Equations
- Optimal control of nonsmooth, semilinear parabolic equations
- scientific article; zbMATH DE number 1054888
- Optimal control problem for viscous Cahn-Hilliard equation
Cites work
- Discontinuous solutions of deterministic optimal stopping time problems
- scientific article; zbMATH DE number 192835 (Why is no real title available?)
- scientific article; zbMATH DE number 3798532 (Why is no real title available?)
- scientific article; zbMATH DE number 3400017 (Why is no real title available?)
- Perron's method for Hamilton-Jacobi equations
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
- Viscosity Solutions of Hamilton-Jacobi Equations
Cited in
(35)- Optimal times for constrained nonlinear control problems without local controllability
- Nonsmooth semipermeable Barriers, Isaacs' equation, and application to a differential game with one target and two players
- Target problems under state constraints for nonlinear controlled impulsive systems
- Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon
- A counter-example to the characterization of the discontinuous value function of control problems with reflection
- Lower semicontinuous solutions of the Bellman equation for the minimum time problem
- Lower semicontinuous solutions for a class of Hamilton-Jacobi-Bellman equations
- Semicontinuous solutions for Hamilton-Jacobi equations and the L^ -control problem
- Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
- Qualitative properties of trajectories of control systems: a survey
- Hamilton-Jacobi-Bellman equation under states constraints
- Representation of weak solutions of convex Hamilton-Jacobi-Bellman equations on infinite horizon
- Quadratic cost minimax optimal control problems for a semilinear viscoelastic equation with long memory
- Asymptotic solutions for large time of Hamilton-Jacobi equations in Euclidean n space
- An anti-diffusive scheme for viability problems
- Nonsmooth analysis in control theory: a survey
- A characterization of the value function for a class of degenerate control problems
- A weak dynamic programming principle for combined optimal stopping/stochastic control with \({\mathcal E}^{f}\)-expectations
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
- Nonsmooth analysis on smooth manifolds
- Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control
- Optimal controllability in viscoelasticity of rate type
- User’s guide to viscosity solutions of second order partial differential equations
- Hamilton–Jacobi theory for a generalized optimal stopping time problem
- Some applications of viscosity solutions to optimal control and differential games
- Hamilton–Jacobi equations with their Hamiltonians depending Lipschitz continuously on the unknown
- Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations
- Discontinuous viscosity solutions of first-order Hamilton-Jacobi equations: a guided visit
- Viscosity solutions for an optimal control problem with Preisach hysteresis nonlinearities
- Optimal control problems with upper semicontinuous Hamiltonians
- Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization
- Locally bounded variations epigraph property of the value function to infinite horizon optimal control problems under state constraints
- Asymptotic properties of non-coercive Hamiltonians with drift
- Convergence of infinitesimal generators and stability of convex monotone semigroups
- Minimum time control problems for non-autonomous differential equations
This page was built for publication: Optimal Control and Semicontinuous Viscosity Solutions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3974483)
