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

DOI10.1016/S0167-6911(03)00130-0zbMATH Open1157.49309MaRDI QIDQ2503527FDOQ2503527

Authors: Michael Malisoff 

Publication date: 21 September 2006

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

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

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)

Cites Work

• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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 (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

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)