A game representation for a finite horizon state constrained continuous time linear regulator problem
DOI10.1007/s00245-023-09972-6OpenAlexW4366998283MaRDI QIDQ2701097
William M. McEneaney, Michael Cantoni, Peter M. Dower
Publication date: 27 April 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-023-09972-6
Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Variational principles of physics (49S05) Hamilton-Jacobi equations (35F21)
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