Generalization of Cauchy's characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes

DOI10.3103/S0278641914030030MaRDI QIDQ2018652zbMATH OpenFDO

Authors I. Ye. Yegorov

Publication date 25 March 2015

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

cost functionHamilton-Jacobi-Bellman equationPontryagin's maximum principlesmoothnesssingular optimal controlviral infections

Mathematics Subject Classification ID

Medical applications (general) (92C50) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99) Applications of optimal control and differential games (49N90)

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Cites work

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• Choice of optimal strategy of tumor chemotherapy in Gompertz model
• Classical characteristics of the Bellman equation in constructions of grid optimal synthesis
• On the optimality of singular controls for a class of mathematical models for tumor anti-angiogenesis
• Optimal control synthesis in therapy of solid tumor growth
• Optimization and nonsmooth analysis
• Simple singularities for Hamilton-Jacobi equations with max-concave Hamiltonians and generalized characteristics
• Smooth solutions of the Hamilton-Jacobi-Bellman equation in a mathematical model of optimal treatment of viral infections
• Solution of the feedback control problem in the mathematical model of leukaemia therapy
• Sufficient Conditions for a Strong Minimum in Singular Control Problems
• Synthesis of optimal control in a mathematical model of tumour-immune dynamics

Cited in

(3)

• Method of characteristics for optimal control problems and conservation laws
• Optimal bounded noisy feedback control for damping random vibrations
• Classical characteristics of the Bellman equation in constructions of grid optimal synthesis

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