The value function of an asymptotic exit-time optimal control problem
DOI10.1007/S00030-014-0274-1zbMATH Open1311.49006OpenAlexW3100732052MaRDI QIDQ2017723FDOQ2017723
Authors: Yanyan Li
Publication date: 23 March 2015
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00030-014-0274-1
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
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)
Cites Work
- Viscosity solutions of HJB equations with unbounded data and characteristic points
- Convexity properties of the minimum time function
- Asymptotic controllability and optimal control
- On the Bellman equation for infinite horizon problems with unbounded cost functional
- Turnpike properties in the calculus of variations and optimal control
- On asymptotic exit-time control problems lacking coercivity
- The turnpike property in finite-dimensional nonlinear optimal control
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Liapunov functions and stability in control theory
- Set-valued analysis
- Maximal subsolutions for a class of degenerate Hamilton-Jacobi problems
- Uniqueness results for a class of hamilton-jacobi equations with singular coefficients
- Boundary value problems for Hamilton-Jacobi equations with discontinuous Lagrangian
- Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians
- Nonlinear Optimal Control with Infinite Horizon for Distributed Parameter Systems and Stationary Hamilton–Jacobi Equations
- Measuring singularity of generalized minimizers for control-affine problems
- Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: Vanishing lagrangians, eikonal equations, and shape-from-shading
- Pursuit–Evasion Problems and Viscosity Solutions of Isaacs Equations
- Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. I: Equations of unbounded and degenerate control problems without uniqueness
- Convex Optimal Control Problems with Smooth Hamiltonians
Cited In (11)
- Exit Time Problems in Optimal Control and Vanishing Viscosity Method
- 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
- A converse Lyapunov-type theorem for control systems with regulated cost
- On asymptotic exit-time control problems lacking coercivity
- Title not available (Why is that?)
- Semiconcavity of the value function for exit time problems with nonsmooth target
- Stabilizability in optimal control
- An eikonal equation with vanishing Lagrangian arising in global optimization
- Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians
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)