scientific article; zbMATH DE number 1303272

MaRDI QIDQ4249807zbMATH OpenFDO

Authors Italo Capuzzo Dolcetta

Publication date 12 March 2000

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsoptimal controlviscosity solutionnecessary and sufficient conditions of optimality

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Control/observation systems governed by ordinary differential equations (93C15)

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(36)

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• Externality and Hamilton-Jacobi equations
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• Verification Theorems for Hamilton--Jacobi--Bellman Equations
• Hamilton-Jacobi equations and nonlinear control problems
• Comparison principle for equations of the Hamilton-Jacobi type in control theory
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• On the Bellman equation for infinite horizon problems with unbounded cost functional
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• scientific article; zbMATH DE number 862237 (Why is no real title available?)
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
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• An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations
• The value function of the shallow lake problem as a viscosity solution of a HJB equation
• Equivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfaces
• Uniqueness of \(\beta\)-viscosity solutions of Hamilton-Jacobi equations and applications to a class of optimal control problems
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
• On the sufficiency of the Hamilton-Jacobi-Bellman equation for optimality of the controls in a linear optimal-time problem
• Nonlinear potentials for Hamilton-Jacobi-Bellman equations

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