The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations

DOI10.1016/j.sysconle.2014.03.011zbMath1288.93097OpenAlexW2024825535WikidataQ115340981 ScholiaQ115340981MaRDI QIDQ2454172

Xue-hong Zhu

Publication date: 13 June 2014

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2014.03.011

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutionRiemannian manifoldbackward stochastic differential equationsdynamic programming principle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Estimation and detection in stochastic control theory (93E10) Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20)

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Solution to the HJB equation for LQR-type problems on compact connected Lie groups, Dynamic quantum games, Dynamic programming principle of control systems on manifolds and its relations to maximum principle, Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds

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