Verification theorems within the framework of viscosity solutions

DOI10.1006/jmaa.1993.1253zbMath0780.49023OpenAlexW1978576228MaRDI QIDQ1260908

K. Appert

Publication date: 5 September 1993

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ef685440593beded578763f837bba5297a18ddf3

zbMATH Keywords

optimal controldynamic programmingClarke's generalized gradientoptimal feedback

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (12)

Hamilton–Jacobi theory for a generalized optimal stopping time problem ⋮ Characterization of optimality for controlled diffusion processes ⋮ ON A CLASS OF NASH EQUILIBRIA WITH MEMORY STRATEGIES FOR NONZERO-SUM DIFFERENTIAL GAMES ⋮ Stochastic verification theorem of forward-backward controlled systems for viscosity solutions ⋮ Numerical solution to the optimal feedback control of continuous casting process ⋮ Multiprocess optimal control problem on Hilbert space and related Hamilton-Jacobi equation ⋮ A viscosity solution approach to regularity properties of the optimal value function ⋮ LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING ⋮ Value functions and transversality conditions for infinite-horizon optimal control problems ⋮ Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems ⋮ A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation ⋮ Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics

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