The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
From MaRDI portal
Publication:4727744
DOI10.2307/2000640zbMath0618.49011OpenAlexW4234607392MaRDI QIDQ4727744
Emmanuel Nicholas Barron, Robert R. Jensen
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2000640
Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99) General first-order partial differential equations and systems of first-order partial differential equations (35F99)
Related Items (27)
The Pontryagin maximum principle for minimax problems of optimal control ⋮ Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians ⋮ Optimal control and differential games with measures ⋮ The necessary conditions for optimal control in Hilbert spaces ⋮ The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization ⋮ Maximum principle, dynamic programming and their connection in deterministic control ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case ⋮ Dynamic programming principle of control systems on manifolds and its relations to maximum principle ⋮ Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations ⋮ Unnamed Item ⋮ Mini-workshop: Analysis of data-driven optimal control. Abstracts from the mini-workshop held May 9--15, 2021 (hybrid meeting) ⋮ Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems ⋮ Multitime dynamic programming for multiple integral actions ⋮ Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems ⋮ Dynamic programming of the Navier-Stokes equations ⋮ An eradication time problem for the SIR model ⋮ Toward a solution of the active target defense differential game ⋮ A Fokker-Planck control framework for stochastic systems ⋮ A proof of Pontryagin's minimum principle using dynamic programming ⋮ Differential equations. Transl. from the Russian ⋮ Value functions and transversality conditions for infinite-horizon optimal control problems ⋮ Multitime dynamic programming for curvilinear integral actions ⋮ The classical homicidal chauffeur game ⋮ Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control ⋮ A viscoelastic model with non-local damping application to the human lungs ⋮ Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs
Cites Work
This page was built for publication: The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations