The value function of an asymptotic exit-time optimal control problem
From MaRDI portal
Publication:2017723
Existence theories for optimal control problems involving ordinary differential equations (49J15) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Asymptotic stability in control theory (93D20)
Recommendations
- On asymptotic exit-time control problems lacking coercivity
- Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians
- Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
- Semiconcavity for optimal control problems with exit time
- Exit time problems for nonlinear unbounded control systems
Cites work
- Asymptotic controllability and optimal control
- Boundary value problems for Hamilton-Jacobi equations with discontinuous Lagrangian
- Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: Vanishing lagrangians, eikonal equations, and shape-from-shading
- Convex Optimal Control Problems with Smooth Hamiltonians
- Convexity properties of the minimum time function
- Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians
- Liapunov functions and stability in control theory
- Maximal subsolutions for a class of degenerate Hamilton-Jacobi problems
- Measuring singularity of generalized minimizers for control-affine problems
- Nonlinear Optimal Control with Infinite Horizon for Distributed Parameter Systems and Stationary Hamilton–Jacobi Equations
- On asymptotic exit-time control problems lacking coercivity
- On the Bellman equation for infinite horizon problems with unbounded cost functional
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. I: Equations of unbounded and degenerate control problems without uniqueness
- Pursuit–Evasion Problems and Viscosity Solutions of Isaacs Equations
- Set-valued analysis
- The turnpike property in finite-dimensional nonlinear optimal control
- Turnpike properties in the calculus of variations and optimal control
- Uniqueness results for a class of hamilton-jacobi equations with singular coefficients
- Viscosity solutions of HJB equations with unbounded data and characteristic points
Cited in
(14)- scientific article; zbMATH DE number 1147060 (Why is no real title available?)
- Semiconcavity of the value function for exit time problems with nonsmooth target
- A note on optimality conditions for optimal exit time problems
- Exit time problems for nonlinear unbounded control systems
- On asymptotic exit-time control problems lacking coercivity
- Exit Time Problems in Optimal Control and Vanishing Viscosity Method
- Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians
- A converse Lyapunov-type theorem for control systems with regulated cost
- Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data
- The value functions of singularly perturbed time-optimal control problems in the framework of Lyapunov functions method
- HJ inequalities involving Lie brackets and feedback stabilizability with cost regulation
- Asymptotic controllability and optimal control
- Stabilizability in optimal control
- An eikonal equation with vanishing Lagrangian arising in global optimization
This page was built for publication: The value function of an asymptotic exit-time optimal control problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2017723)
