HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks

DOI10.1137/100804292zbMath1242.49058arXiv0907.1603OpenAlexW2042086201MaRDI QIDQ3224968

Salvatore Federico, Beniamin Goldys, Fausto Gozzi

Publication date: 13 March 2012

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

Full work available at URL: https://arxiv.org/abs/0907.1603

zbMATH Keywords

optimal control Hamilton-Jacobi-Bellman equation delay equations verification theorem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control problems for functional-differential equations (34K35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems in abstract spaces (49K27)

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