Symmetries and analytical solutions of the Hamilton–Jacobi–Bellman equation for a class of optimal control problems
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Publication:3187834
DOI10.1002/oca.2190zbMath1346.49004OpenAlexW1910412336MaRDI QIDQ3187834
Brian J. Cantwell, Didier Henrion, Luis Henrique Rodrigues
Publication date: 5 September 2016
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2190
Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving ordinary differential equations (49J15)
Related Items (3)
Towards global optimal control via Koopman lifts ⋮ Optimal control of partially unknown constrained‐input systems: A dynamic event‐triggered‐based approach ⋮ Symmetries and conservation laws of Hamiltonian systems
Cites Work
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- Inverse Optimality in Robust Stabilization
- Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
- Optimal Regulation of Nonlinear Dynamical Systems
- Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics
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