scientific article; zbMATH DE number 3801925
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Publication:4746091
regularityconvex functionsstochastic optimal controldynamic programming methodvariational approachHamilton-Jacobi equation
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to ordinary differential equations (34-01) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Control problems involving ordinary differential equations (34H05) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Linear differential equations in abstract spaces (34G10)
Cited in
(66)- Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
- Some results on parabolic evolution equations with infinitely many variables
- A dual dynamic programming for multidimensional parabolic optimal control problems
- Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- Hamilton-Jacobi equations in infinite dimensions. III
- A stochastic control problem with delay arising in a pension fund model
- Iterative computational approach to the solution of the Hamilton-Jacobi-Bellman-lsaacs equation in nonlinear optimal control
- Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs
- Hamilton-Jacobi equations and nonlinear control problems
- Value function and optimality conditions for semilinear control problems
- The taxation principle and multi-time Hamilton-Jacobi equations
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
- Optimality principle and synthesis for a stochastic control problem in hilbert spaces
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations
- Optimal control of Navier-Stokes equations with periodic inputs
- Mild solutions of semilinear elliptic equations in Hilbert spaces
- Dynamic programming of the Navier-Stokes equations
- A remark on regularization in Hilbert spaces
- Optimal switching for partial differential equations. I
- Hamilton-Jacobi equations on graph and applications
- Path-dependent Hamilton-Jacobi equations in infinite dimensions
- Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
- Taylor expansions of the value function associated with a bilinear optimal control problem
- Viscosity solutions of Hamilton-Jacobi equations with unbounded nonlinear terms
- Lyapunov equations for time-varying linear systems
- Hamilton-Jacobi equations for control problems of parabolic equations
- On differential games for infinite-dimensional systems with nonlinear, unbounded operators
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- Optimal switching for partial differential equations. II
- Hamilton–Jacobi theory for hereditary control problems
- Optimization of Cauchy problem for partial differential inclusions of parabolic type
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
- Approximating linear optimal control problems via Trotter formula
- Some results on parabolic equations in Banach space
- Optimal investment with vintage capital: equilibrium distributions
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
- Direct solution of a Riccati equation arising in stochastic control theory
- Almost automorphy and Riccati equation
- Convergence of semidiscrete approximations to optimal control problems in Hilbert spaces: A counterexample
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
- Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems
- Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
- Uniform operator continuity of the stationary Riccati equation in Hilbert space
- Combination of topology optimization and optimal control method
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
- Optimal control problem for stochastic evolution equations in Hilbert spaces
- Boundary optimal feedback controller for time-periodic Stokes-Oseen flows
- Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
- Quadratic control for linear periodic systems
- Solving optimal growth models with vintage capital: The dynamic programming approach
- Optimal investment models with vintage capital: dynamic programming approach
- Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations
- An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems
- A Neumann Boundary Control for Multidimensional Parabolic “Minmax” Control Problems
- Optimal transport and large number of particles
- A note on a Hamilton-Jacobi equation in Hilbert space
- A direct study of the Riccati equation arising in hyperbolic boundary control problems
- On the existence, uniqueness, and stability of -viscosity solutions to a class of Hamilton-Jacobi equations in Banach spaces
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
- The necessary conditions for optimal control in Hilbert spaces
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
- An improved iterative computational approach to the solution of the Hamilton-Jacobi equation in optimal control problems of affine nonlinear systems with application
- Lipschitz continuity of the value function in mixed-integer optimal control problems
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