Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
From MaRDI portal
Publication:5920419
zbMath1134.49022MaRDI QIDQ5920419
Italo Capuzzo-Dolcetta, Martino Bardi
Publication date: 7 February 2008
Published in: Modern Birkhäuser Classics (Search for Journal in Brave)
Related Items (only showing first 100 items - show all)
Viscosity solutions of Hamilton-Jacobi equations in proper \(\text{CAT(0)}\) spaces ⋮ Optimization of the Dirichlet problem for gradient differential inclusions ⋮ Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes ⋮ Application of Hamilton-Jacobi-Bellman equation/Pontryagin's principle for constrained optimal control ⋮ Existence of value for a differential game with asymmetric information and signal revealing ⋮ OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT ⋮ Optimal stopping in mean field games, an obstacle problem approach ⋮ Modeling repellent-based interventions for control of vector-borne diseases with constraints on extent and duration ⋮ Fishery management in a regime switching environment: utility theory approach ⋮ MIM: a deep mixed residual method for solving high-order partial differential equations ⋮ Optimal therapy scheduling for a simplified HIV infection model ⋮ Singularly perturbed control systems with noncompact fast variable ⋮ Game-theory-based consensus learning of double-integrator agents in the presence of worst-case adversaries ⋮ Linear Conic Optimization for Inverse Optimal Control ⋮ Existence of value for differential games with incomplete information and signals on initial states and payoffs ⋮ Boundary estimation from point clouds: algorithms, guarantees and applications ⋮ Tukey Depths and Hamilton--Jacobi Differential Equations ⋮ A low complexity algorithm for non-monotonically evolving fronts ⋮ Pathwise stochastic control with applications to robust filtering ⋮ Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty ⋮ Investment in cleaner technologies in a transboundary pollution dynamic game: a numerical investigation ⋮ Research and development cooperatives and market collusion: a global dynamic approach ⋮ On continuous-time infinite horizon optimal control -- dissipativity, stability, and transversality ⋮ Perron’s method for viscosity solutions of semilinear path dependent PDEs ⋮ Minimizing sequences for a family of functional optimal estimation problems ⋮ On the existence of stabilising feedback controls for real analytic small-time locally controllable systems ⋮ Optimal controlled transports with free end times subject to import/export tariffs ⋮ On the continuity of optimal controls and value functions with respect to initial conditions ⋮ Rotor imbalance suppression by optimal control ⋮ Algorithmic market making in dealer markets with hedging and market impact ⋮ Graph-based algorithms for the efficient solution of optimization problems involving monotone functions ⋮ A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions ⋮ Optimal robust formation control for heterogeneous multi‐agent systems based on reinforcement learning ⋮ Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints ⋮ Convergent approximation of non-continuous surfaces of prescribed Gaussian curvature ⋮ Lipschitz regularity of controls and inversion mapping for a class of smooth extremization problems ⋮ On the fragility of the basis on the Hamilton-Jacobi-Bellman equation in economic dynamics ⋮ Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations ⋮ Optimal control on graphs: existence, uniqueness, and long-term behavior ⋮ GPI-based design for partially unknown nonlinear two-player zero-sum games ⋮ Singular perturbations in stochastic optimal control with unbounded data ⋮ Numerical analysis of Markov-perfect equilibria with multiple stable steady states: a duopoly application with innovative firms ⋮ On the basis of the Hamilton-Jacobi-Bellman equation in economic dynamics ⋮ Control-Theoretic Models of Environmental Crime ⋮ An eikonal equation with vanishing Lagrangian arising in global optimization ⋮ Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group ⋮ Direct Optimal Control and Model Predictive Control ⋮ Approachability in Stackelberg stochastic games with vector costs ⋮ Optimal Transport with Controlled Dynamics and Free End Times ⋮ Using statistical functionals for effective control of inhomogeneous complex turbulent dynamical systems ⋮ Convexity of the cost functional in an optimal control problem for a class of positive switched systems ⋮ A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines ⋮ Internal habits formation and optimality ⋮ Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales ⋮ Memory-driven movement model for periodic migrations ⋮ Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem ⋮ Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon ⋮ Approximate solution of the Hamilton-Jacobi-Bellman equation ⋮ On the asymptotic nature of first order mean field games ⋮ Single pass computation of first seismic wave travel time in three dimensional heterogeneous media with general anisotropy ⋮ Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids ⋮ A stability property in mean field type differential games ⋮ A model for a vector-borne disease with control based on mosquito repellents: a viability analysis ⋮ Viable set computation for hybrid systems ⋮ Distributed model predictive control of positive Markov jump systems ⋮ Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach ⋮ Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data ⋮ Properly-weighted graph Laplacian for semi-supervised learning ⋮ Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations ⋮ Uncertain Method for Optimal Control Problems With Uncertainties Using Chebyshev Inclusion Functions ⋮ Modeling illegal logging in Brazil ⋮ Asymptotic value in frequency-dependent games with separable payoffs: a differential approach ⋮ Symplectic Pontryagin approximations for optimal design ⋮ Hybrid massively parallel fast sweeping method for static Hamilton-Jacobi equations ⋮ A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations ⋮ Fast-marching methods for curvature penalized shortest paths ⋮ Krasovskii-Subbotin approach to mean field type differential games ⋮ Infinite horizon differential games with asymmetric information ⋮ Ergodic mean field games with Hörmander diffusions ⋮ Local Minimization Algorithms for Dynamic Programming Equations ⋮ Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation ⋮ Discrete time schemes for optimal control problems with monotone controls ⋮ A data-driven phase and isostable reduced modeling framework for oscillatory dynamical systems ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration ⋮ Linear and nonlinear statistical response theories with prototype applications to sensitivity analysis and statistical control of complex turbulent dynamical systems ⋮ Differential game approach to pricing and advertising decisions ⋮ Pareto optimization of resonances and minimum-time control ⋮ Approximate optimal adaptive control for weakly coupled nonlinear systems: A neuro-inspired approach ⋮ A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime ⋮ An algorithm for maximizing the biogas production in a chemostat ⋮ Evasive path planning under surveillance uncertainty ⋮ Large-time behavior of unbounded solutions of viscous Hamilton-Jacobi equations in RN ⋮ Viability constraints for computing solutions to the Lighthill-Whitham-Richards model involving partial autonomous vehicle flow ⋮ Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments ⋮ The dynamic programming approach to multi-model robust optimization ⋮ Optimal feedback control for undamped wave equations by solving a HJB equation ⋮ PDE acceleration: a convergence rate analysis and applications to obstacle problems ⋮ Stochastic viscosity solutions for stochastic integral-partial differential equations ⋮ Finite-horizon parameterizing manifolds, and applications to suboptimal control of nonlinear parabolic PDEs ⋮ A numerical approach to hybrid nonlinear optimal control
This page was built for publication: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations