Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics

DOI10.1051/COCV:2001116zbMATH Open1006.49023OpenAlexW2062413838MaRDI QIDQ4331444FDOQ4331444

Michael Malisoff

Publication date: 16 May 2002

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=COCV_2001__6__415_0

Recommendations

• Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
• Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians
• scientific article
• scientific article; zbMATH DE number 1066229
• scientific article; zbMATH DE number 1001404

zbMATH Keywords

dynamic programmingdynamical systemsviscosity solutionsBellman equationeikonal equationsexit time optimal controlreflected brachystochrone problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Control/observation systems governed by partial differential equations (93C20)

Cites Work

• On the Bellman equation for some unbounded control problems
• On the Bellman equation for infinite horizon problems with unbounded cost functional
• Title not available (Why is that?)
• User’s guide to viscosity solutions of second order partial differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regular Synthesis and Sufficiency Conditions for Optimality
• Title not available (Why is that?)
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Theory of chattering control with applications to astronautics, robotics, economics, and engineering
• Title not available (Why is that?)
• Title not available (Why is that?)
• Discontinuous viscosity solutions to dirichlet problems for hamilton-jacob1 equations with
• A General Theorem on Local Controllability
• Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games
• Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
• Bounded from below viscosity solutions of Hamilton-Jacobi equations
• Title not available (Why is that?)
• Sur les multi-applications mesurables
• Title not available (Why is that?)
• Pursuit–Evasion Problems and Viscosity Solutions of Isaacs Equations
• Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. I: Equations of unbounded and degenerate control problems without uniqueness

Cited In (10)

• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
• Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
• Title not available (Why is that?)
• On the existence of solutions to a class of minimum time control problems and applications to Fermat's principle and to the brachystocrone
• Title not available (Why is that?)
• Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
• Model predictive control for drift counteraction of stochastic constrained linear systems
• Financing policies via stochastic control: a dynamic programming approach
• A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
• Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians

This page was built for publication: Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4331444)