Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. II. Equations of control problems with state constraints

zbMATH Open1007.49016MaRDI QIDQ1854071FDOQ1854071

Publication date: 26 January 2003

Published in: Differential and Integral Equations (Search for Journal in Brave)

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stability state constraints value function Hamilton-Jacobi equation optimality principles payoff controlled dynamic system viscosity super and subsolutions

Mathematics Subject Classification ID

Nonlinear first-order PDEs (35F20) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cited In (26)

Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games
Dirichlet Problems for some Hamilton–Jacobi Equations with Inequality Constraints
Hamilton-Jacobi characterization of the state constrained value
Optimal Control with State-Space Constraint. II
Uniqueness results for a class of hamilton-jacobi equations with singular coefficients
Viability solutions to structured Hamilton-Jacobi equations under constraints
Filippov's and Filippov-Ważewski's theorems on closed domains
Semicontinuous viscosity solutions to mixed boundary value problems with degenerate convex Hamiltonians
Incentive compatibility constraints and dynamic programming in continuous time
Deterministic state-constrained optimal control problems without controllability assumptions
Some limit results for integrands and Hamiltonians with application to viscosity
Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: Vanishing lagrangians, eikonal equations, and shape-from-shading
Zubov's equation for state-constrained perturbed nonlinear systems
On Aronsson equation and deterministic optimal control
An approach of deterministic control problems with unbounded data
Minimum time problem with impulsive and ordinary controls
Convexity and semiconvexity along vector fields
An optimal control problem with a final target
Hamilton-Jacobi Equations with State Constraints
Optimal portfolio choice with path dependent labor income: the infinite horizon case
Title not available (Why is that?)
The Aronsson equation, Lyapunov functions, and local Lipschitz regularity of the minimum time function
Viability approach to Hamilton-Jacobi-Moskowitz problem involving variable regulation parameters
Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians
State constrained control problems with neither coercivity nor \(L^1\) bounds on the controls
Viscosity solutions and optimal control problems with integral constraints

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