A New Formulation of State Constraint Problems for First-Order PDEs
From MaRDI portal
Publication:4876718
DOI10.1137/S0363012993250268zbMath0847.49025OpenAlexW2085873703MaRDI QIDQ4876718
Publication date: 4 June 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012993250268
optimal controlHamilton-Jacobi-Bellman equationcomparison principleboundary value problemviscosity solutionsstate constraint problem
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Boundary value problems for nonlinear first-order PDEs (35F30)
Related Items
Effective nonlinear Neumann boundary conditions for 1D nonconvex Hamilton-Jacobi equations, PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT, Hamilton-Jacobi equations constrained on networks, Nonlinear systems with unbounded controls and state constraints: A problem of proper extension, Flux-limited solutions and state constraints for quasi-convex Hamilton-Jacobi equations in multidimensional domains, Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem, Discontinuous solutions of Hamilton-Jacobi equations on networks, The Mayer and minimum time problems with stratified state constraints, Remarks on the vanishing viscosity process of state-constraint Hamilton-Jacobi equations, On dynamic programming principle for stochastic control under expectation constraints, Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints, Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints, Hamilton–Jacobi–Bellman Equations, A game representation for a finite horizon state constrained continuous time linear regulator problem, State-Constraint Static Hamilton--Jacobi Equations in Nested Domains, Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon, Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems, Filippov's and Filippov-Ważewski's theorems on closed domains, Optimal strategies in linear multisector models: Value function and optimality conditions, Optimal management of pumped hydroelectric production with state constrained optimal control, Infinite horizon problems on stratifiable state-constraints sets, Semiconcavity results for constrained optimal control problems in a half-space, An anti-diffusive scheme for viability problems, Mean field games with state constraints: from mild to pointwise solutions of the PDE system, A tree structure algorithm for optimal control problems with state constraints, Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and Pareto solutions, State-Constrained Stochastic Optimal Control Problems via Reachability Approach, Fully-Discrete Schemes for the Value Function of Pursuit-Evasion Games with State Constraints, Deterministic state-constrained optimal control problems without controllability assumptions, State constrained control problems with neither coercivity nor \(L^1\) bounds on the controls, Viscosity solutions and optimal control problems with integral constraints, On \(\varepsilon\)-optimal controls for state constraint problems, Incentive compatibility constraints and dynamic programming in continuous time, A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications, Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints, Hamilton–Jacobi equations for optimal control on junctions and networks, Stability of solutions to Hamilton-Jacobi equations under state constraints