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

zbMATH Keywords

optimal controlbarrier functionsgamesstate constraintlinear quadratic regulator problem

Mathematics Subject Classification ID

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)

Related Items (1)

Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation

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