Numerical schemes for dicontinuous value functions of optimal control
DOI10.1023/A:1008774508738zbMATH Open0988.49016OpenAlexW1545570576MaRDI QIDQ1583987FDOQ1583987
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
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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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- Nonlinear impulse target problems under state constraint: a numerical analysis based on viability theory
- State-constrained stochastic optimal control problems via reachability approach
- Cournot maps for intercepting evader evolutions by a pursuer
- Hamilton-Jacobi-Bellman equations
- Krasovskii-Subbotin approach to mean field type differential games
- 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
- Invariance property in approaching problem on a finite time interval
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