Value function, relaxation, and transversality conditions in infinite horizon optimal control
From MaRDI portal
Publication:2408632
DOI10.1016/j.jmaa.2017.02.009zbMath1376.49016OpenAlexW2586939690WikidataQ103899642 ScholiaQ103899642MaRDI QIDQ2408632
Hélène Frankowska, Piermarco Cannarsa
Publication date: 12 October 2017
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.2017.02.009
Regularity of solutions in optimal control (49N60) Methods involving semicontinuity and convergence; relaxation (49J45) Optimality conditions (49K99)
Related Items (10)
The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients ⋮ Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces ⋮ Remarks on finite and infinite time-horizon optimal control problems ⋮ Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions ⋮ Another view of the maximum principle for infinite-horizon optimal control problems in economics ⋮ Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws ⋮ Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon ⋮ Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints ⋮ A viscosity solution approach to regularity properties of the optimal value function ⋮ When does stabilizability imply the existence of infinite horizon optimal control in nonlinear systems?
Cites Work
- Unnamed Item
- Unnamed Item
- Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- The Pontryagin maximum principle for nonlinear optimal control problems with infinite horizon
- Infinite horizon optimal control. Theory and applications
- Nonsmooth maximum principle for infinite-horizon problems
- Necessary conditions for free end-time, measurably time dependent optimal control problems with state constraints
- Value functions and transversality conditions for infinite-horizon optimal control problems
- Improved sensitivity relations in state constrained optimal control
- On relations of the adjoint state to the value function for optimal control problems with state constraints
- From pointwise to local regularity for solutions of Hamilton-Jacobi equations
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- The Relationship between the Maximum Principle and Dynamic Programming
- Shadow Prices and Duality for a Class of Optimal Control Problems
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Some Characterizations of Optimal Trajectories in Control Theory
- Necessary Conditions for Optimal Control Problems with Infinite Horizons
- The Pontryagin Maximum Principle and Transversality Conditions for a Class of Optimal Control Problems with Infinite Time Horizons
- Set-valued analysis
This page was built for publication: Value function, relaxation, and transversality conditions in infinite horizon optimal control