Viscosity Solutions for the Monotone Control Problem
From MaRDI portal
Publication:3679809
Nonlinear first-order PDEs (35F20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Numerical methods in optimal control (49M99)
Recommendations
- scientific article; zbMATH DE number 1066229
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs
- Deterministic Impulse Control Problems
- scientific article; zbMATH DE number 46492
Cited in
(8)- Optimal control and differential games with measures
- Solution to a class of stochastic optimal control problem with monotone controls
- An approach of deterministic control problems with unbounded data
- Fully discrete schemes for monotone optimal control problems
- Discrete time schemes for optimal control problems with monotone controls
- A multilinear HJB-POD method for the optimal control of PDEs on a tree structure
- Flux-limited and classical viscosity solutions for regional control problems
- Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs
This page was built for publication: Viscosity Solutions for the Monotone Control Problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3679809)
