Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control

DOI10.1051/RO/2009012MaRDI QIDQ3632809zbMATH OpenOpenAlexFDO

Authors Mustapha Serhani, N. Raissi

Publication date 12 June 2009

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RO_2009__43_2_201_0/, https://eudml.org/doc/105429

zbMATH Keywords

dualityHJB equationoptimal controlproximal subdifferentialproximal supersolution

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Hamilton-Jacobi theories (49L99) Duality theory (optimization) (49N15)

Recommendations

• Nonconvex Duality in Optimal Control
• scientific article; zbMATH DE number 1873052
• On duality in problems of optimal control described by convex differential inclusions of Goursat--Darboux type
• scientific article; zbMATH DE number 2222971
• Duality in the problems of optimal control described by first-order partial differential inclusions

Cites work

• scientific article; zbMATH DE number 3990214 (Why is no real title available?)
• scientific article; zbMATH DE number 4044567 (Why is no real title available?)
• scientific article; zbMATH DE number 1341808 (Why is no real title available?)
• scientific article; zbMATH DE number 1341811 (Why is no real title available?)
• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
• scientific article; zbMATH DE number 1529037 (Why is no real title available?)
• scientific article; zbMATH DE number 1873052 (Why is no real title available?)
• scientific article; zbMATH DE number 3283642 (Why is no real title available?)
• Convex Duality and Nonlinear Optimal Control
• Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
• Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems
• Existence theorems for general control problems of Bolza and Lagrange
• Hamilton–Jacobi Theory for Optimal Control Problems with Data Measurable in Time
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
• Mean Value Inequalities in Hilbert Space
• Measurable viability theorems and the Hamilton-Jacobi-Bellman equation
• Optimal Control and Semicontinuous Viscosity Solutions
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Optimization and nonsmooth analysis
• Proximal analysis and minimization principles
• Qualitative properties of trajectories of control systems: a survey
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
• Set-valued analysis
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• The Hamiltonian–Jacobi–Bellman Equation for Time-Optimal Control
• Viability theory
• Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity solutions of Hamilton-Jacobi equations
• Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls

Cited in

(3)

• Nonconvex Duality in Optimal Control
• Differential game model for sustainability multi-fishery
• scientific article; zbMATH DE number 1873052 (Why is no real title available?)

This page was built for publication: Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3632809)