Discontinuous control problems with state constraints: linear formulations and dynamic programming principles
From MaRDI portal
Publication:1947325
DOI10.1016/j.jmaa.2012.12.043zbMath1260.93074MaRDI QIDQ1947325
Publication date: 22 April 2013
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.12.043
linear programming; Hamilton-Jacobi equations; dynamic programming principle; control under state constraints
49L20: Dynamic programming in optimal control and differential games
90C05: Linear programming
93B18: Linearizations
49N15: Duality theory (optimization)
93C15: Control/observation systems governed by ordinary differential equations
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