Viscosity solutions of HJB equations with unbounded data and characteristic points

DOI10.1007/S00245-003-0777-3zbMATH Open1052.49027OpenAlexW2040450991MaRDI QIDQ1879296FDOQ1879296

Authors: M. Motta 

Publication date: 22 September 2004

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-003-0777-3

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationimpulsive controlviscosity solutionunbounded control problem

Mathematics Subject Classification ID

Ordinary differential equations with impulses (34A37) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Impulsive optimal control problems (49N25) Boundary value problems for nonlinear first-order PDEs (35F30)

Cited In (9)

• Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data
• Averaging of the Hamilton-Jacobi equation in infinite dimensions and an application
• The value function of an asymptotic exit-time optimal control problem
• Regular and exploratory resource extraction models considering sustainability
• Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions}
• A converse Lyapunov-type theorem for control systems with regulated cost
• Discontinuous solutions in the optimal control problems and their representation by singular space-time transformations
• Stabilizability in optimal control
• Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices

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