Viability with probabilistic knowledge of initial condition, application to optimal control

DOI10.1007/s11228-008-0097-5zbMath1161.49009OpenAlexW2026682914MaRDI QIDQ1005156

S. As Soulaimani

Publication date: 16 March 2009

Published in: Set-Valued Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-008-0097-5

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonsmooth analysis (49J52) Control/observation systems with incomplete information (93C41) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (7)

On a Unified Framework for Approachability with Full or Partial Monitoring ⋮ Solutions to Hamilton-Jacobi equation on a Wasserstein space ⋮ Mayer control problem with probabilistic uncertainty on initial positions ⋮ Viability theorem for deterministic mean field type control systems ⋮ Program strategies for a dynamic game in the space of measures ⋮ Extremal shift rule and viability property for mean field-type control systems ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration

Cites Work

• Monotone viable trajectories for functional differential inclusions
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
• DETERMINISTIC DIFFERENTIAL GAMES UNDER PROBABILITY KNOWLEDGE OF INITIAL CONDITION
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
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