Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Control/observation systems governed by ordinary differential equations (93C15)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
On the Bellman equation for some unbounded control problems
On the Bellman equation for infinite horizon problems with unbounded cost functional
A generalization of Zubov's method to perturbed systems
Regular Synthesis and Sufficiency Conditions for Optimality
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
Theory of chattering control with applications to astronautics, robotics, economics, and engineering
Maximal subsolutions for a class of degenerate Hamilton-Jacobi problems
Stochastic and differential games. Theory and numerical methods. Dedicated to Prof. A. I. Subbotin
A General Theorem on Local Controllability
Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. II. Equations of control problems with state constraints
Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games
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
Nonlinear Optimal Control with Infinite Horizon for Distributed Parameter Systems and Stationary Hamilton–Jacobi Equations
Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: Vanishing lagrangians, eikonal equations, and shape-from-shading
Pursuit–Evasion Problems and Viscosity Solutions of Isaacs Equations
Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. I: Equations of unbounded and degenerate control problems without uniqueness
Meagre functions and asymptotic behaviour of dynamical systems

Cited In (5)

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

This page was built for publication: Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2503527)