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

DOI10.1016/S0167-6911(03)00130-0MaRDI QIDQ2503527zbMATH OpenFDO

Authors Michael Malisoff

Publication date 21 September 2006

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

zbMATH Keywords

Viscosity solutionsOptimal controlFuller problemAsymptotics of trajectories

Mathematics Subject Classification ID

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

Recommendations

• Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
• Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics
• The value function of an asymptotic exit-time optimal control problem
• Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: Vanishing lagrangians, eikonal equations, and shape-from-shading
• A characterization of the value function for a class of degenerate control problems

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?)
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• 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
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• 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
• The geometry of the solution set of nonlinear optimal control problems
• 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
• A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
• Financing policies via stochastic control: a dynamic programming approach

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