Deterministic Near-Optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach

From MaRDI portal
Publication:4716929


DOI10.1287/moor.21.3.655zbMath0858.49023MaRDI QIDQ4716929

No author found.

Publication date: 20 January 1997

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.21.3.655


49L20: Dynamic programming in optimal control and differential games

93C15: Control/observation systems governed by ordinary differential equations

49L99: Hamilton-Jacobi theories


Related Items

Near-maximum principle for general recursive utility optimal control problem, Stochastic maximum principle for optimal control problem with a stopping time cost functional, The connection between discrete and continuous state constrained optimal control systems, Necessary and sufficient conditions for near-optimality of stochastic delay systems, On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance., On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem, Maximum principle for near-optimality of mean-field FBSDEs, A revisit to stochastic near-optimal controls: the critical case, Maximum principle for near-optimality of stochastic delay control problem, Near-optimal control of stochastic recursive systems via viscosity solution, Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation, Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting, On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality, On necessary and sufficient conditions for near-optimal singular stochastic controls, Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions, Necessary condition for near optimal control of linear forward–backward stochastic differential equations