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

MaRDI QIDQ1854071zbMATH OpenFDO

Authors Pierpaolo Soravia

Publication date 26 January 2003

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

zbMATH Keywords

stabilitystate constraintsvalue functionHamilton-Jacobi equationoptimality principlespayoffcontrolled dynamic systemviscosity 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)

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(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
• Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: Vanishing lagrangians, eikonal equations, and shape-from-shading
• Some limit results for integrands and Hamiltonians with application to viscosity
• 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
• scientific article; zbMATH DE number 3870079 (Why is no real title available?)
• 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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