Sub- and superoptimality principles of dynamic programming revisited
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Publication:4886561
DOI10.1016/0362-546X(94)00348-LzbMATH Open0898.90130MaRDI QIDQ4886561FDOQ4886561
Authors:
Publication date: 13 October 1998
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
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- The Principle of Optimality in Dynamic Programming with Returns in Partially Ordered Sets
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Applications of mathematical programming (90C90) Dynamic programming (90C39) Differential games (aspects of game theory) (91A23) Dynamic programming in optimal control and differential games (49L20)
Cites Work
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- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
- Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
- Differential games with maximum cost
- A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations
- The existence of value in differential games
- $\mathcal{H}_\infty $ Control of Nonlinear Systems: Differential Games and Viscosity Solutions
Cited In (7)
- Quasigradient aiming strategies in optimal control problems for time-delay systems
- Asymptotic Perron's method and simple Markov strategies in stochastic games and control
- Incentive compatibility constraints and dynamic programming in continuous time
- Two characterizations of optimality in dynamic programming
- Sub- and super-optimality principles and construction of almost optimal strategies for differential games in Hilbert spaces
- Title not available (Why is that?)
- Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization
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