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

DOI10.3103/S0278641914030030zbMATH Open1334.49066MaRDI QIDQ2018652FDOQ2018652

I. Ye. Yegorov

Publication date: 25 March 2015

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

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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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Cited In (1)

• Optimal bounded noisy feedback control for damping random vibrations

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