Convex Optimal Control Problems with Smooth Hamiltonians

DOI10.1137/S0363012902411581MaRDI QIDQ5317094zbMATH OpenFDO

Authors Rafal Goebel

Publication date 15 September 2005

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0363012902411581

zbMATH Keywords

conjugate dualityconvex value functiondifferentiable Hamiltonianepi-convergenceoptimal controloptimal feedback regularitypiecewise linear-quadratic functionsaddle function

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Linear-quadratic optimal control problems (49N10) Duality theory (optimization) (49N15) Regularity of solutions in optimal control (49N60) Minimax problems in mathematical programming (90C47)

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Cited in

(18)

• Regularity of the optimal feedback and the value function in convex problems of optimal control
• The value function of an asymptotic exit-time optimal control problem
• Continuous differentiability of the value function of semilinear parabolic infinite time horizon optimal control problems on L^2() Under control constraints
• Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control
• Convergence results for a self-dual regularization of convex problems
• Collective Hamiltonian method in optimal control problems
• A Hamiltonian approach to sufficiency in optimal control with minimal regularity conditions: Part I
• Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations
• scientific article; zbMATH DE number 1873042 (Why is no real title available?)
• A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
• A characteristic method for fully convex Bolza problems over arcs of bounded variation
• Consistent smooth approximation of feedback laws for infinite horizon control problems with non-smooth value functions
• Subgradient evolution of value functions of discrete-time convex Bolza problems
• Mean field games systems under displacement monotonicity
• On classical solutions and canonical transformations for Hamilton-Jacobi-Bellman equations
• Differentiability of the value function on H^1() of semilinear parabolic infinite time horizon optimal control problems under control constraints
• Differentiability of the value function in control-constrained parabolic problems
• Policy iteration for Hamilton-Jacobi-Isaacs equations with control constraints and comparison with Hamilton-Jacobi-Bellman equations

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