HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions

DOI10.1137/09076742XzbMath1208.49048arXiv0905.1825OpenAlexW1984960279MaRDI QIDQ3083249

Beniamin Goldys, Salvatore Federico, Fausto Gozzi

Publication date: 21 March 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.1825

zbMATH Keywords

optimal control regularity Hamilton-Jacobi-Bellman equation delay equations viscosity solutions

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Regularity of solutions in optimal control (49N60) Control problems for functional-differential equations (34K35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15)

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