Numerical schemes for dicontinuous value functions of optimal control

DOI10.1023/A:1008774508738MaRDI QIDQ1583987zbMATH OpenOpenAlexFDO

Authors Pierre Cardaliaguet, Marc Quincampoix, Patrick Saint-Pierre

Publication date 22 July 2002

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

Full work available at URL https://doi.org/10.1023/a:1008774508738

zbMATH Keywords

convergenceoptimal controlnumerical schemesviabilityvalue functions

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25) Control/observation systems governed by ordinary differential equations (93C15)

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Cited in

(14)

• Stochastic control and compatible subsets of constraints
• Krasovskii-Subbotin approach to mean field type differential games
• A discontinuous Galerkin scheme for front propagation with obstacles
• State-constrained stochastic optimal control problems via reachability approach
• NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
• On reachability and minimum cost optimal control
• Agroecological transition: a viability model to assess soil restoration
• Cournot maps for intercepting evader evolutions by a pursuer
• Invariance property in approaching problem on a finite time interval
• Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation
• A game representation for a finite horizon state constrained continuous time linear regulator problem
• Nonlinear impulse target problems under state constraint: a numerical analysis based on viability theory
• Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem
• Hamilton-Jacobi-Bellman equations

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