Application of Hamilton-Jacobi-Bellman equation/Pontryagin's principle for constrained optimal control
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Publication:6191107
DOI10.1007/s10957-023-02364-4MaRDI QIDQ6191107
Jerome Weston, Domagoj Tolić, Ivana Palunko
Publication date: 9 February 2024
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Numerical methods based on necessary conditions (49M05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Cites Work
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- An introduction to \(\Gamma\)-convergence
- Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon
- Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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