The Dynamic Programming Equation for the Time-Optimal Control Problem in Infinite Dimensions

DOI10.1137/0329024MaRDI QIDQ3978028zbMATH OpenOpenAlexFDO

Authors Viorel Barbu

Publication date 25 June 1992

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

Full work available at URL https://doi.org/10.1137/0329024

zbMATH Keywords

semilinear parabolic equationstime optimal controlHamilton-Jacobi-Bellman type equation

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi theories (49L99)

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Cited in

(18)

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• Minimal time function and viscosity solutions
• Viscosity solutions for the dynamic programming equations
• A dual dynamic programming for minimax optimal control problems governed by parabolic equation
• Contingent solutions for the Bellmann equation in infinite dimensions
• The Bellman equation for time-optimal control of noncontrollable, nonlinear systems
• Minimum time control problems for non-autonomous differential equations
• Static PDEs for time-dependent control problems
• Multi-time dynamic programming and Riccati equations
• scientific article; zbMATH DE number 4067712 (Why is no real title available?)
• Switching Properties of Time Optimal Controls for Systems of Heat Equations Coupled by Constant Matrices
• Minimal time sliding mode control for evolution equations in Hilbert spaces
• User’s guide to viscosity solutions of second order partial differential equations
• A Neumann Boundary Control for Multidimensional Parabolic “Minmax” Control Problems
• The Hamiltonian–Jacobi–Bellman Equation for Time-Optimal Control
• Characterization of Lyapunov pairs in the nonlinear case and applications
• scientific article; zbMATH DE number 1779702 (Why is no real title available?)
• A Boundary Value Problem for the Minimum-Time Function

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