Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians
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Cites work
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- scientific article; zbMATH DE number 1113627 (Why is no real title available?)
- scientific article; zbMATH DE number 1182386 (Why is no real title available?)
- A General Theorem on Local Controllability
- A generalization of Zubov's method to perturbed systems
- Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: Vanishing lagrangians, eikonal equations, and shape-from-shading
- Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games
- Maximal subsolutions for a class of degenerate Hamilton-Jacobi problems
- Meagre functions and asymptotic behaviour of dynamical systems
- Nonlinear Optimal Control with Infinite Horizon for Distributed Parameter Systems and Stationary Hamilton–Jacobi Equations
- On the Bellman equation for infinite horizon problems with unbounded cost functional
- On the Bellman equation for some unbounded control problems
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. I: Equations of unbounded and degenerate control problems without uniqueness
- Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. II. Equations of control problems with state constraints
- Pursuit–Evasion Problems and Viscosity Solutions of Isaacs Equations
- Regular Synthesis and Sufficiency Conditions for Optimality
- Stochastic and differential games. Theory and numerical methods. Dedicated to Prof. A. I. Subbotin
- Theory of chattering control with applications to astronautics, robotics, economics, and engineering
- Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics
- Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
Cited in
(7)- Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics
- Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
- Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost
- The value function of an asymptotic exit-time optimal control problem
- The geometry of the solution set of nonlinear optimal control problems
- Financing policies via stochastic control: a dynamic programming approach
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
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