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

DOI10.1137/0329024zbMATH Open0737.49022OpenAlexW2065296123MaRDI QIDQ3978028FDOQ3978028

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

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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)

Cited In (17)

• A dual dynamic programming for multidimensional parabolic optimal control problems
• 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
• Static PDEs for time-dependent control problems
• Multi-time dynamic programming and Riccati equations
• Switching Properties of Time Optimal Controls for Systems of Heat Equations Coupled by Constant Matrices
• Title not available (Why is that?)
• 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
• A Boundary Value Problem for the Minimum-Time Function
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