Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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Publication:5906797
zbMath0890.49011MaRDI QIDQ5906797
Martino Bardi, Italo Capuzzo-Dolcetta
Publication date: 9 September 1997
Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)
optimal controldynamic programmingHamilton-Jacobi equationviscosity solutiondifferential gamevalue function
Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Boundary value problems for nonlinear first-order PDEs (35F30) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)
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II: Nonlinear coupling ⋮ Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints ⋮ Viscosity solutions of eikonal equations on topological networks ⋮ A substitute for the classical Neumann-Morgenstern characteristic function in cooperative differential games ⋮ On the existence, uniqueness, and stability of \(\beta\)-viscosity solutions to a class of Hamilton-Jacobi equations in Banach spaces ⋮ Equivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfaces ⋮ Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation ⋮ Large deviations and importance sampling for systems of slow-fast motion ⋮ An initial condition reconstruction in Hamilton-Jacobi equations ⋮ Viscosity solutions and hyperbolic motions: a new PDE method for the \(N\)-body problem ⋮ An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations ⋮ Stacked invasion waves in a competition-diffusion model with three species ⋮ A new Markov selection procedure for degenerate diffusions ⋮ Equivalence of solutions of eikonal equation in metric spaces ⋮ All the generalized characteristics for the solution to a Hamilton-Jacobi equation with the initial data of the Takagi function ⋮ Homogenization of Hamilton-Jacobi equations in perforated sets ⋮ On semicontinuous solutions for general Hamilton-Jacobi equations ⋮ Singularities of solutions of time dependent Hamilton-Jacobi equations. Applications to Riemannian geometry ⋮ Feedback control of parametrized PDEs via model order reduction and dynamic programming principle ⋮ An HJB-POD approach for the control of nonlinear PDEs on a tree structure ⋮ Domain decomposition based parallel Howard's algorithm ⋮ High-order filtered schemes for first order time dependent linear and non-linear partial differential equations ⋮ Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control ⋮ Value function for regional control problems via dynamic programming and Pontryagin maximum principle ⋮ Selection dynamics for deep neural networks ⋮ Rearrangement and polarization ⋮ Stabilizability in optimal control ⋮ Homogenization of a semilinear heat equation ⋮ Impulse output rapid stabilization for heat equations ⋮ Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations ⋮ The value function of an asymptotic exit-time optimal control problem ⋮ On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria ⋮ Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems ⋮ Weak KAM solutions of Hamilton-Jacobi equations with decreasing dependence on unknown functions ⋮ The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations ⋮ Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure ⋮ Representation of weak solutions of convex Hamilton-Jacobi-Bellman equations on infinite horizon ⋮ Estimate of the domain of attraction for interconnected systems ⋮ A game-theoretic framework for autonomous vehicles velocity control: bridging microscopic differential games and macroscopic mean field games ⋮ Optimization-based subdivision algorithm for reachable sets ⋮ Stochastic homogenization and effective Hamiltonians of Hamilton-Jacobi equations in one space dimension: the double-well case ⋮ Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming ⋮ Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation ⋮ Singularities of solutions of Hamilton-Jacobi equations ⋮ A note on the strong maximum principle for fully nonlinear equations on Riemannian manifolds ⋮ Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and Pareto solutions ⋮ Continuous solution for a non-linear eikonal system ⋮ A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation ⋮ Optimal synchronization control of multiple Euler-Lagrange systems via event-triggered reinforcement learning ⋮ Non coercive unbounded first order mean field games: the Heisenberg example ⋮ Dynamic pricing of new products in competitive markets: a mean-field game approach ⋮ Compatibility of state constraints and dynamics for multiagent control systems ⋮ Hybrid control for optimal visiting problems for a single player and for a crowd ⋮ A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups ⋮ Differential games with incomplete information and with signal revealing: the symmetric case ⋮ Discrete approximation of the viscous HJ equation ⋮ Strict dissipativity for discrete time discounted optimal control problems ⋮ On extremal shift strategies in time-delay systems ⋮ Vanishing discount problem and the additive eigenvalues on changing domains ⋮ Uniqueness of \(\beta\)-viscosity solutions of Hamilton-Jacobi equations and applications to a class of optimal control problems ⋮ Asymptotic spreading of KPP reactive fronts in heterogeneous shifting environments ⋮ Convergence of numerical method for time-optimal differential games with lifeline ⋮ On the method of penalty functions for control systems with state constraints under integral constraints on the control ⋮ Fully nonlinear Hamilton-Jacobi equations of degenerate type ⋮ On a vector-valued generalisation of viscosity solutions for general PDE systems ⋮ Solutions to the Hamilton-Jacobi equation for state constrained Bolza problems with discontinuous time dependence ⋮ Quasigradient aiming strategies in optimal control problems for time-delay systems ⋮ Symplectic homogenization ⋮ A self-affine property of evolutional type appearing in a Hamilton-Jacobi flow starting from the Takagi function ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time ⋮ Stability of feedback solutions for infinite horizon noncooperative differential games ⋮ Fractional eigenvalues ⋮ The variational approach to Hamilton-Jacobi equations driven by a Gaussian noise ⋮ Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems ⋮ Solutions of vectorial Hamilton-Jacobi equations and minimizers of nonquasiconvex functionals ⋮ Infinite horizon noncooperative differential games with nonsmooth costs ⋮ Viscosity solutions for partial differential equations with Neumann type boundary conditions and some aspects of Aubry-Mather theory ⋮ On the efficiency of optimal grid synthesis in optimal control problems with fixed terminal time ⋮ Viability, viscosity, and storage functions in model-predictive control with terminal constraints ⋮ The turnpike property in nonlinear optimal control -- a geometric approach ⋮ Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems ⋮ Remarks on the vanishing viscosity process of state-constraint Hamilton-Jacobi equations ⋮ A model of investment behavior of enterprise owner in an imperfect capital market ⋮ Quasiconvexity preserving property for fully nonlinear nonlocal parabolic equations ⋮ Time periodic solutions of Hamilton-Jacobi equations with autonomous Hamiltonian on the circle ⋮ Multi-objective low-thrust spacecraft trajectory design using reachability analysis ⋮ Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs ⋮ Relationship between the maximum principle and dynamic programming for minimax problems ⋮ State-dependent Riccati equation feedback stabilization for nonlinear PDEs ⋮ A selection procedure for extracting the unique Feller weak solution of degenerate diffusions ⋮ On the viscosity solutions of a stochastic differential utility problem ⋮ Hamilton-Jacobi flows with nowhere differentiable initial data ⋮ Source and metric estimation in the eikonal equation using optimization on a manifold ⋮ Reframing optimal control problems for infectious disease management in low-income countries ⋮ Viscosity solutions of contact Hamilton-Jacobi equations with Hamiltonians depending periodically on unknown functions ⋮ Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD ⋮ A Hamiltonian approach to small time local attainability of manifolds for nonlinear control systems ⋮ Viscosity solutions of Hamilton-Jacobi equations for neutral-type systems ⋮ The Hopf-Lax formula in Carnot groups: a control theoretic approach ⋮ Maximal generalized solution of eikonal equation ⋮ A new class of problems in the calculus of variations ⋮ An explicit method for optimal control problems ⋮ Numerical solution to the optimal feedback control of continuous casting process ⋮ Nonturnpike optimal solutions and their approximations in infinite horizon ⋮ Ellipsoidal methods for dynamics and control. I ⋮ On an optimal control design for Rössler system ⋮ A sharp uniqueness result for a class of variational problems solved by a distance function ⋮ Homogenization of first-order equations with \((u/\varepsilon)\)-periodic Hamiltonians. I: Local equations ⋮ Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values ⋮ Localized non-diffusive asymptotic patterns for nonlinear parabolic equations with gradient absorption ⋮ Obstacle problem for nonlinear integro-differential equations arising in option pricing ⋮ Optimal strategies in linear multisector models: Value function and optimality conditions ⋮ The value functions of singularly perturbed time-optimal control problems in the framework of Lyapunov functions method ⋮ Analytic stratifications and the cut locus of a class of distance functions ⋮ Issues in the real-time computation of optimal control ⋮ A LEVEL SET APPROACH TO SEMICONTINUOUS VISCOSITY SOLUTIONS FOR CAUCHY PROBLEMS ⋮ Pointwise local estimates and Gaussian upper bounds for a class of uniformly subelliptic ultraparabolic operators ⋮ Asymptotic solutions for large time of Hamilton-Jacobi equations in Euclidean \(n\) space ⋮ A \(d\)-person differential game with state space constraints ⋮ Error estimates for the approximation of the effective Hamiltonian ⋮ Minimizers of non convex scalar functionals and viscosity solutions of Hamilton-Jacobi equations ⋮ Semiconcave solutions of partial differential inclusions ⋮ Stratified semiconcave control-Lyapunov functions and the stabilization problem ⋮ Lipschitz continuous dynamic programming with discount ⋮ Global subanalytic solutions of Hamilton--Jacobi type equations ⋮ Existence and uniqueness of Lipschitz continuous graphs with prescribed Levi curvature ⋮ An insurance network: Nash equilibrium ⋮ Local \(C^{0,\alpha }\) estimates for viscosity solutions of Neumann-type boundary value problems ⋮ Propagation of graphs in two-dimensional inhomogeneous media ⋮ Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations ⋮ Shape-from-shading with discontinuous image brightness ⋮ Infinite horizon noncooperative differential games ⋮ On the existence of local smooth repulsive stabilizing feedbacks in dimension three ⋮ Dislocation dynamics: Short-time existence and uniqueness of the solution ⋮ The set of Hausdorff continuous functions -- the largest linear space of interval functions ⋮ Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians ⋮ An actor-critic algorithm for constrained Markov decision processes ⋮ Lyapunov and feedback characterizations of state constrained controllability and stabilization ⋮ Existence of optimal strategies in linear multisector models ⋮ A new stability result for viscosity solutions of nonlinear parabolic equations with weak convergence in time ⋮ Multiperson zero-sum differential games for a class of uncertain nonlinear systems ⋮ Online solution of nonquadratic two-player zero-sum games arising in theH ∞ control of constrained input systems ⋮ A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty ⋮ Nonsmooth analysis in control theory: a survey ⋮ Control design for autonomous vehicles: a dynamic optimization perspective ⋮ Discussion on: ``Stabilization and disturbance attenuation of nonlinear systems using dissipativity theory ⋮ A Few Recent Results on Fully Nonlinear PDE’s ⋮ On the (non) existence of viscosity solutions of multi-time Hamilton-Jacobi equations ⋮ Mean field games models -- a brief survey ⋮ Mean-field games and dynamic demand management in power grids ⋮ Existence, Uniqueness, and Asymptotic Behavior for Nonlocal Parabolic Problems with Dominating Gradient Terms ⋮ Robust output stabilization for a class of nonlinear uncertain stochastic systems under multiplicative and additive noises: the attractive ellipsoid method ⋮ Extended Deterministic Mean-Field Games ⋮ Convergence in multiscale financial models with non-Gaussian stochastic volatility ⋮ Erratum to the article Hamilton–Jacobi equations for optimal control on junctions and networks ⋮ Optimal Feedback Synthesis and Minimal Time Function for the Bioremediation of Water Resources with Two Patches ⋮ Reconstruction of independent sub-domains for a class of Hamilton–Jacobi equations and application to parallel computing ⋮ Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions ⋮ Approximate Solutions of Continuous-Time Stochastic Games ⋮ Variational Formula for the Time Constant of First-Passage Percolation ⋮ Uniform Tauberian theorem in differential games ⋮ An equilibrium model of debt and bankruptcy ⋮ A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton–Jacobi Equations ⋮ The dynamics of adaptation: An illuminating example and a Hamilton--Jacobi approach ⋮ Differential games with continuous, switching and impulse controls ⋮ Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach ⋮ Differential equations in control synthesis problems. I: Ordinary systems ⋮ A boundary value problem for a PDE model in mass transfer theory: representation of solutions and applications ⋮ Approximation of control problems involving ordinary and impulsive controls ⋮ On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations ⋮ Metric character of Hamilton–Jacobi equations ⋮ Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model ⋮ Existence of Value for a Differential Game with Incomplete Information and Revealing ⋮ On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications ⋮ Unnamed Item ⋮ On Convex Finite-Dimensional Variational Methods in Imaging Sciences and Hamilton--Jacobi Equations ⋮ Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton–Jacobi Equations ⋮ Optimal control of continuous systems with impulse controls ⋮ Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks ⋮ Idempotent Expansions for Continuous-Time Stochastic Control ⋮ Viscosity solutions, almost everywhere solutions and explicit formulas ⋮ Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon ⋮ Averaged time-optimal control problem in the space of positive Borel measures ⋮ An Efficient Filtered Scheme for Some First Order Time-Dependent Hamilton--Jacobi Equations ⋮ Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities ⋮ On Neumann type problems for nonlocal equations set in a half space ⋮ Dynamic Optimization Techniques for the Motion Coordination of Autonomous Vehicles ⋮ Open-Loop Solvability Operator in Differential Games with Simple Motions in the Plane ⋮ Game with Two Pursuers and One Evader: Case of Weak Pursuers ⋮ LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY ⋮ A uniform Tauberian theorem in dynamic games ⋮ Convergence of discrete Aubry–Mather model in the continuous limit ⋮ Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem ⋮ The Principle of Least Action and Fundamental Solutions of Mass-Spring and N-Body Two-Point Boundary Value Problems ⋮ Use of Approximations of Hamilton-Jacobi-Bellman Inequality for Solving Periodic Optimization Problems ⋮ Viscosity solutions of stationary Hamilton-Jacobi equations and minimizers of $L^{\infty }$ functionals ⋮ Optimal open-loop strategies in a debt management problem ⋮ An Efficient Gradient Projection Method for Stochastic Optimal Control Problems ⋮ Duality for the $L^{\infty }$ optimal transport problem ⋮ Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics ⋮ On the Set of Points of Smoothness for the Value Function of Affine Optimal Control Problems ⋮ Existence and Uniqueness for Four-Dimensional Variational Data Assimilation in Discrete Time ⋮ A Stochastic Model of Optimal Debt Management and Bankruptcy ⋮ Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs ⋮ Anomaly Detection and Classification for Streaming Data using PDEs ⋮ Optimality Conditions (in Pontryagin Form) ⋮ Hamilton–Jacobi–Bellman Equations ⋮ Reducing a Differential Game to a Pair of Optimal Control Problems ⋮ A tractable model of monetary exchange with ex post heterogeneity ⋮ Unnamed Item ⋮ Viscosity solutions methods for converse KAM theory ⋮ Regularity properties of viscosity solution of nonconvex Hamilton–Jacobi equations ⋮ Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control ⋮ The vanishing discount problem for Hamilton–Jacobi equations in the Euclidean space ⋮ Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations ⋮ Asymptotic Controllability and Lyapunov-like Functions Determined by Lie Brackets ⋮ A HJB-POD Approach to the Control of the Level Set Equation ⋮ Model Order Reduction Approaches for Infinite Horizon Optimal Control Problems via the HJB Equation ⋮ HARVESTING ECONOMIC MODELS AND CATCH-TO-BIOMASS DEPENDENCE: THE CASE OF SMALL PELAGIC FISH ⋮ The value function of the shallow lake problem as a viscosity solution of a HJB equation ⋮ Hamiltonian techniques for the problem of set-membership state estimation ⋮ Representation of Hamilton--Jacobi Equation in Optimal Control Theory with Compact Control Set ⋮ Two approaches to minimax formula of the additive eigenvalue for quasiconvex Hamiltonians ⋮ Unnamed Item ⋮ Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations ⋮ Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory ⋮ $L^1$-error estimates for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1 ⋮ Well-posedness and numerical analysis of a one-dimensional non-local transport equation modelling dislocations dynamics ⋮ Hölder estimates for degenerate elliptic equations with coercive Hamiltonians ⋮ A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations ⋮ The distance function from the boundary in a Minkowski space ⋮ On viscosity solutions of Hamilton-Jacobi equations ⋮ Feedback in state constrained optimal control ⋮ Geometric constraints on the domain for a class of minimum problems ⋮ Iterative computational approach to the solution of the Hamilton-Jacobi-Bellman-Isaacs equation in nonlinear optimal control ⋮ Monge solutions for discontinuous Hamiltonians ⋮ On ergodic problem for Hamilton-Jacobi-Isaacs equations ⋮ On the Hausdorff dimension of the mather quotient ⋮ OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL ⋮ The problem of measurement feedback control ⋮ Cauchy problem and periodic homogenization for nonlocal Hamilton–Jacobi equations with coercive gradient terms ⋮ A note on the regularity of solutions of Hamilton-Jacobi equations with superlinear growth in the gradient variable ⋮ Starshapedeness for fully non‐linear equations in Carnot groups ⋮ Objective function design for robust optimality of linear control under state-constraints and uncertainty ⋮ Rational taxation in an open access fishery model ⋮ Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control ⋮ A PDE Approach to Finite Time Indicators in Ergodic Theory ⋮ On Differential Games with Long-Time-Average Cost ⋮ Non-Cooperative and Semi-Cooperative Differential Games ⋮ Some Sufficient Conditions for Multi-Player Pursuit-Evasion Games with Continuous and Discrete Observations ⋮ Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side ⋮ Fully-Discrete Schemes for the Value Function of Pursuit-Evasion Games with State Constraints ⋮ Deterministic state-constrained optimal control problems without controllability assumptions ⋮ A monotone scheme for Hamilton-Jacobi equations via the nonstandard finite difference method ⋮ Semigeodesics and the minimal time function ⋮ Degenerate Eikonal equations with discontinuous refraction index ⋮ Interior sphere property of attainable sets and time optimal control problems ⋮ Boundary-influenced robust controls: two network examples ⋮ Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures ⋮ Global optimality conditions for a dynamic blocking problem ⋮ On the least restrictive control for collision avoidance of two unicycles ⋮ Homogenization of Hamilton-Jacobi equations in Carnot Groups ⋮ When does a royalty clause with a guarantee lead to a no-equilibrium situation in a licensing contract? ⋮ When can it be not optimal to adopt a new technology? A viability theory solution to a two-stage optimal control problem of new technology adoption ⋮ Nonsmooth analysis on smooth manifolds ⋮ Infinite time regular synthesis ⋮ On a variational inequality associated with a stopping game combined with a control ⋮ Control of a thrust-vectored flying wing: a receding horizon?LPV approach ⋮ Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion ⋮ Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence ⋮ Quantitative stochastic homogenization of an unbounded front propagation problem ⋮ Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems ⋮ SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems ⋮ Nonsmooth mean field games with state constraints ⋮ Unnamed Item ⋮ Time-Dependent Measurable Hamilton–Jacobi Equations ⋮ LP-related representations of Cesàro and Abel limits of optimal value functions ⋮ Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method ⋮ Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats ⋮ Continuity of the value function for deterministic optimal impulse control with terminal state constraint ⋮ Multipopulation Minimal-Time Mean Field Games ⋮ A linear finite-difference scheme for approximating randers distances on cartesian grids ⋮ Unnamed Item ⋮ Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations ⋮ The Hamilton Jacobi Equation For Optimal Control Problems with Discontinuous Time Dependence ⋮ On Near Optimal Control of Systems with Slow Observables ⋮ Metric Character for the Sub-Hamilton-Jacobi Obstacle Equation ⋮ Junction conditions for finite horizon optimal control problems on multi-domains with continuous and discontinuous solutions ⋮ Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function ⋮ Unnamed Item ⋮ A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions ⋮ Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing ⋮ Recent Results in the Approximation of Nonlinear Optimal Control Problems ⋮ A Model for Optimal Human Navigation with Stochastic Effects ⋮ Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach ⋮ State-Constraint Static Hamilton--Jacobi Equations in Nested Domains ⋮ Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited ⋮ Sparse and switching infinite horizon optimal controls with mixed-norm penalizations ⋮ Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data ⋮ Singular perturbations for a subelliptic operator ⋮ A Semi-Lagrangian Scheme for Hamilton--Jacobi--Bellman Equations on Networks ⋮ On Cell Problems for Nonlinear PDES and Its Application to Homogenization ⋮ The Inverse Problem for Hamilton--Jacobi Equations and Semiconcave Envelopes ⋮ On Decomposition Models in Imaging Sciences and Multi-time Hamilton--Jacobi Partial Differential Equations ⋮ Differential Games ⋮ Singular Neumann problems and large-time behavior of solutions of noncoercive Hamilton-Jacobi equations ⋮ Discounted Hamilton-Jacobi equations on networks and asymptotic analysis ⋮ Semiconvexity of Viscosity Solutions to Fully Nonlinear Evolution Equations via Discrete Games ⋮ Full Gradient DQN Reinforcement Learning: A Provably Convergent Scheme ⋮ Unnamed Item ⋮ Online solution of nonlinear two‐player zero‐sum games using synchronous policy iteration ⋮ Functions on a convex set which are both $\omega$-semiconvex and $\omega$-semiconcave ⋮ Comparison and existence results for evolutive non-coercive first-order Hamilton-Jacobi equations ⋮ Homogenization of monotone systems of Hamilton-Jacobi equations ⋮ Unbounded viscosity solutions of hybrid control systems ⋮ An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems ⋮ Stochastic multi‐player pursuit–evasion differential games ⋮ A convergent scheme for a non-local coupled system modelling dislocations densities dynamics ⋮ Delay optimal control and viscosity solutions to associated Hamilton–Jacobi–Bellman equations ⋮ On a Structure of the Set of Differential Games Values ⋮ Discontinuous Value Function in Time-Optimal Differential Games ⋮ On Grid Optimal Feedbacks to Control Problems of Prescribed Duration on the Plane ⋮ Extremal Aiming in Problems with Unknown Level of Dynamic Disturbance ⋮ Approximation of Hamilton-Jacobi equations with Caputo time-fractional derivative ⋮ Mild and weak solutions of Mean Field Games problem for linear control systems ⋮ A degenerate elliptic equation for second order controllability of nonlinear systems ⋮ Differential Game Model for Sustainability Multi-Fishery ⋮ Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems ⋮ A mixed PI/VI design method for nonlinear H∞ Control ⋮ A tree structure algorithm for optimal control problems with state constraints ⋮ Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems ⋮ On Viscosity Solutions of Space-Fractional Diffusion Equations of Caputo Type ⋮ Pareto Front Characterization for Multiobjective Optimal Control Problems Using Hamilton--Jacobi Approach ⋮ Minimal-time mean field games ⋮ Mean Field Games for Modeling Crowd Motion ⋮ Hamilton–Jacobi equations on an evolving surface ⋮ Min–max control problems via occupational measures ⋮ An improvement of level set equations via approximation of a distance function ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Bounding Extreme Events in Nonlinear Dynamics Using Convex Optimization ⋮ LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case ⋮ Hybrid Thermostatic Approximations of Junctions for Some Optimal Control Problems on Networks ⋮ Hamilton–Jacobi equations for optimal control on junctions with unbounded running cost functions ⋮ A Perturbation Problem Involving Singular Perturbations of Domains for Hamilton-Jacobi Equations ⋮ Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems ⋮ Global Generalized Characteristics for the Dirichlet Problem for Hamilton--Jacobi Equations at a Supercritical Energy Level ⋮ Unnamed Item ⋮ Riemannian Fast-Marching on Cartesian Grids, Using Voronoi's First Reduction of Quadratic Forms ⋮ Finite stateN-agent and mean field control problems ⋮ Rate of convergence for periodic homogenization of convex Hamilton–Jacobi equations in one dimension ⋮ Contact rate epidemic control of COVID-19: an equilibrium view ⋮ A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions ⋮ Controllability of Some Nonlinear Systems with Drift via Generalized Curvature Properties ⋮ Optimal Control with Budget Constraints and Resets ⋮ A Max-plus Dual Space Fundamental Solution for a Class of Operator Differential Riccati Equations ⋮ Modeling Rationality to Control Self-Organization of Crowds: An Environmental Approach ⋮ Optimal feeding strategy for the minimal time problem of a fed‐batch bioreactor with mortality rate ⋮ An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems ⋮ Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints ⋮ Hamilton–Jacobi equations for optimal control on junctions and networks ⋮ Existence of viscosity solutions with the optimal regularity of a two-peakon Hamilton–Jacobi equation ⋮ An Accelerated Value/Policy Iteration Scheme for Optimal Control Problems and Games ⋮ Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities ⋮ An improved iterative computational approach to the solution of the Hamilton–Jacobi equation in optimal control problems of affine nonlinear systems with application ⋮ Tractable robust model predictive control with adaptive sliding mode for uncertain nonlinear systems ⋮ Unnamed Item ⋮ Rates of Convergence for the Continuum Limit of Nondominated Sorting ⋮ State Constraints, Higher Order Inward Pointing Conditions, and Neighboring Feasible Trajectories ⋮ Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach ⋮ Viscosity subsolutions of Hamilton–Jacobi equations and invariant sets of contact Hamilton systems ⋮ Approximation of the Value Function for Optimal Control Problems on Stratified Domains ⋮ A computational approach to optimal control problems subject to mixed control-state constraints ⋮ Existence of value functions of differential games with incomplete information in partially order spaces ⋮ Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model ⋮ A lower spatially Lipschitz bound for solutions to fully nonlinear parabolic equations and its optimality ⋮ On numerical approximations of fractional and nonlocal mean field games ⋮ HJB equations and stochastic control on half-spaces of Hilbert spaces ⋮ A scheme for calculating solvability sets ``up to moment in linear differential games ⋮ Viscosity solutions for doubly nonlinear evolution equations ⋮ Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup ⋮ The dark side of transparency: when hiding in plain sight works ⋮ A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI ⋮ The second boundary value problem for a discrete Monge-Ampère equation ⋮ Generalized differential games ⋮ Homogenization for space-time-dependent KPP reaction-diffusion equations and G-equations ⋮ Homogenization of some periodic Hamilton-Jacobi equations with defects ⋮ A novel domain of attraction based synthesis of inverse optimal control ⋮ A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures ⋮ Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces ⋮ Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application ⋮ Weak KAM approach to first-order mean field games with state constraints ⋮ HJB-RBF based approach for the control of PDEs ⋮ A Dynamical Approach to Lower Gradient Estimates for Viscosity Solutions of Hamilton–Jacobi Equations ⋮ On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case ⋮ Conservation laws and Hamilton-Jacobi equations with space inhomogeneity ⋮ Viscosity Solutions for Nonlocal Equations with Space-Dependent Operators ⋮ Hamilton-Jacobi scaling limits of Pareto peeling in 2D ⋮ A single player and a mass of agents: A pursuit evasion-like game ⋮ Mathematical modelling and optimal control analysis of pandemic dynamics as a hybrid system ⋮ Existence and uniqueness for variational data assimilation in continuous time ⋮ A differential game control problem with state constraints ⋮ Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior ⋮ Approximating the value of zero-sum differential games with linear payoffs and dynamics ⋮ Ergodic control of McKean-Vlasov SDEs and associated Bellman equation ⋮ HJ inequalities involving Lie brackets and feedback stabilizability with cost regulation ⋮ Detailed Proof of Existence of Value Function in Time-Optimal Games with Lifeline ⋮ A singular perturbation problem for mean field games of acceleration: application to mean field games of control ⋮ A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems ⋮ Convergence of the solutions of the nonlinear discounted Hamilton-Jacobi equation: the central role of Mather measures ⋮ The Carleman convexification method for Hamilton-Jacobi equations ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A Hamilton–Jacobi approach to the control of the trapping time of a soliton by an external potential ⋮ Dynamic optimization for reachability problems. ⋮ On applied nonlinear and bilevel programming for pursuit-evasion games ⋮ Optimal existence theorems for nonhomogeneous differential inclusions ⋮ On the rate of convergence of infinite horizon discounted optimal value functions ⋮ A convergence result for the ergodic problem for Hamilton–Jacobi equations with Neumann-type boundary conditions ⋮ Differential equations. Transl. from the Russian ⋮ Propagation of maxima and strong maximum principle for viscosity solutions of degenerate elliptic equations. I: Convex operators ⋮ Performance bounds for nonlinear systems with a nonlinear ℒ2-gain property ⋮ Nonlinear monotone semigroups and viscosity solutions ⋮ An entropy formula for nonlinear systems ⋮ Practical \(L_2\) disturbance attenuation for nonlinear systems ⋮ Quantitative compactness estimates for Hamilton-Jacobi equations ⋮ A symmetry problem in the calculus of variations ⋮ Existence and regularity of strict critical subsolutions in the stationary ergodic setting ⋮ Almost sure properties of controlled diffusions and worst case properties of deterministic systems ⋮ Viscosity solutions for an optimal control problem with Preisach hysteresis nonlinearities ⋮ Regularity along optimal trajectories of the value function of a Mayer problem ⋮ Minimizing transient times in a coupled solid‐state laser model ⋮ A viscoelastic model with non-local damping application to the human lungs ⋮ A viscosity solution method for Shape-From-Shading without image boundary data ⋮ Eikonal equations in metric spaces ⋮ Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games ⋮ Utility Maximization When Shorting American Options ⋮ Optimal robust state-feedback control of nonlinear systems: minimal time to target ⋮ Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information ⋮ Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format
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