Minimax and viscosity solutions in optimization problems for hereditary systems

DOI10.1134/S0081543810060179MaRDI QIDQ643773zbMATH OpenOpenAlexFDO

Authors N. Yu. Lukoyanov

Publication date 2 November 2011

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543810060179

zbMATH Keywords

differential gamesHamilton-Jacobi equationsoptimal controltime-delay systemsviscosity solutionminimax solution

Mathematics Subject Classification ID

Pursuit and evasion games (49N75) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Perturbations in control/observation systems (93C73) Existence of solutions for minimax problems (49J35)

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Cites work

• scientific article; zbMATH DE number 3862969 (Why is no real title available?)
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• scientific article; zbMATH DE number 923341 (Why is no real title available?)
• scientific article; zbMATH DE number 3400017 (Why is no real title available?)
• Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control
• Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
• Hamilton–Jacobi Theory for Optimal Control Problems with Data Measurable in Time
• Hamilton–Jacobi theory for hereditary control problems
• History path dependent optimal control and portfolio valuation and management
• On the Hamilton-Jacobi-Bellmann equations in Banach spaces
• On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems
• Optimal Feedback Controls
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms

Cited in

(13)

• Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems
• A Hamilton-Jacobi type equation in control problems with hereditary information
• Path-dependent Hamilton-Jacobi equations: the minimax solutions revised
• Path-dependent Hamilton-Jacobi equations in infinite dimensions
• Minimax solutions of Hamilton-Jacobi equations with fractional coinvariant derivatives
• Hereditarily optimal realizations of consistent metrics
• Minimax solution of Hamilton-Jacobi equations for hereditary systems.
• Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems
• Hamilton-Jacobi equations for neutral-type systems: inequalities for directional derivatives of minimax solutions
• On stable functionals in control problems of hereditary dynamic systems
• Viscosity solutions of Hamilton-Jacobi equations for neutral-type systems
• Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems
• Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations

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