Uniqueness of optimal trajectories and the nonexistence of shocks for Hamilton-Jacobi-Bellman and Riccati partial differential equations

zbMATH Open1092.35502MaRDI QIDQ3374418FDOQ3374418

C. I. Byrnes, Hélène Frankowska

Publication date: 9 March 2006

zbMATH Keywords

Hamilton-Jacobi-Bellman equationRiccati partial differential equationsBolza control problem

Mathematics Subject Classification ID

Shocks and singularities for hyperbolic equations (35L67) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20)

Cited In (5)

• On singularities of value function for Bolza optimal control problem
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• Conjugate points and shocks in nonlinear optimal control
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