Viscosity solutions for the dynamic programming equations

DOI10.1007/BF01182476zbMath0760.49017MaRDI QIDQ1187559

Daniel Tataru

Publication date: 22 July 1992

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

evolution equation; Hamilton-Jacobi equations; minimum time problem; Neumann problem in convex domains

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

35F20: Nonlinear first-order PDEs

49J15: Existence theories for optimal control problems involving ordinary differential equations

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

49L99: Hamilton-Jacobi theories

Related Items

Unnamed Item, Boundary value problems for first order Hamilton-Jacobi equations, Viscosity Solutions to Delay Differential Equations in Demo-Economy, Solving optimal growth models with vintage capital: The dynamic programming approach, On differential games for infinite-dimensional systems with nonlinear, unbounded operators, Path-dependent Hamilton-Jacobi equations in infinite dimensions, On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach, Hamilton-Jacobi equations for control problems of parabolic equations

Cites Work

• Unnamed Item
• Unnamed Item
• Neumann type boundary conditions for Hamilton-Jacobi equations
• Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
• Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
• Viscosity Solutions of Hamilton-Jacobi Equations
• The Dynamic Programming Equation for the Time-Optimal Control Problem in Infinite Dimensions