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 equationHamilton-Jacobi equationsminimum time problemNeumann problem in convex domains

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear first-order PDEs (35F20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi theories (49L99)

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Cites Work

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• 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