Sub- and superoptimality principles of dynamic programming revisited

DOI10.1016/0362-546X(94)00348-LMaRDI QIDQ4886561zbMATH OpenFDO

Authors

Publication date 13 October 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingboundary controldifferential gamesHamilton-Jacobi equation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Differential games (aspects of game theory) (91A23) Dynamic programming in optimal control and differential games (49L20)

Recommendations

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• The Principle of Optimality in Dynamic Programming with Returns in Partially Ordered Sets
• Two characterizations of optimality in dynamic programming

Cites work

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• $\mathcal{H}_\infty $ Control of Nonlinear Systems: Differential Games and Viscosity Solutions
• A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations
• A remark on regularization in Hilbert spaces
• Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
• Differential games with maximum cost
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
• The existence of value in differential games
• User’s guide to viscosity solutions of second order partial differential equations
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(7)

• Quasigradient aiming strategies in optimal control problems for time-delay systems
• Incentive compatibility constraints and dynamic programming in continuous time
• Asymptotic Perron's method and simple Markov strategies in stochastic games and control
• Two characterizations of optimality in dynamic programming
• Sub- and super-optimality principles and construction of almost optimal strategies for differential games in Hilbert spaces
• scientific article; zbMATH DE number 3958088 (Why is no real title available?)
• Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization

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