On consistent regularities of control and value functions

DOI10.1080/01630569708816768zbMATH Open0879.49006OpenAlexW1996525900MaRDI QIDQ4351399FDOQ4351399

Authors: V. N. Mel'nik 

Publication date: 25 January 1998

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630569708816768

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zbMATH Keywords

optimal controldiscrete controlHausdorff spaceapproximation of the Hamiltoniancoupling regularitiesprobabilistic weight function

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimal stochastic control (93E20) Existence theories for problems in abstract spaces (49J27)

Cites Work

• Discrete time high-order schemes for viscosity solutions of Hamilton- Jacobi-Bellman equations
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• High-Order Essentially Nonoscillatory Schemes for Hamilton–Jacobi Equations
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• Some solvable stochastic control problemst^†
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• The connection between the maximum principle and dynamic programming in stochastic control
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• Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations
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• On exponential ill-conditioning and internal layer behavior

Cited In (8)

• Value function for regional control problems via dynamic programming and Pontryagin maximum principle
• Finite-dimensional representations of the value functions of some optimal control problems
• Discrete models of coupled dynamic thermoelasticity for stress-temperature formulations.
• Topological analysis of eigenvalues in engineering computations
• Convergence of the operator-difference scheme to generalized solutions of a coupled field theory problem
• First passage time for multivariate jump-diffusion processes in finance and other areas of applications
• Markov chain network training and conservation law approximations: Linking microscopic and macroscopic models for evolution
• Distance geometry algorithms in molecular modelling of polymer and composite systems.

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