Hamilton-Jacobi theory over time scales and applications to linear-quadratic problems

DOI10.1016/j.na.2011.09.027zbMath1230.49023OpenAlexW2036804930MaRDI QIDQ651162

Vera Zeidan, Roman Šimon Hilscher

Publication date: 8 December 2011

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2011.09.027

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdynamic programminglinear-quadratic regulator problemRiccati equationHamilton-Jacobi theoryvalue functionfeedback controllerBellman principle of optimalitynonlinear optimal control problemverification theoremtime scale symplectic systemweak Pontryagin principle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic equations on time scales or measure chains (34N05)

Related Items (13)

Extremal solutions at infinity for symplectic systems on time scales I – Genera of conjoined bases ⋮ The linear quadratic regulator for periodic hybrid systems ⋮ Stochastic linear quadratic control problem on time scales ⋮ Extremal solutions at infinity for symplectic systems on time scales II - Existence theory and limit properties ⋮ Sufficiency and sensitivity for nonlinear optimal control problems on time scales via coercivity ⋮ Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales ⋮ Existence of optimal controls on hybrid time domains ⋮ Bilinear state systems on an unbounded time scale ⋮ Eigenvalue theory for time scale symplectic systems depending nonlinearly on spectral parameter ⋮ An ergodic approach to Laplace transforms on time scales ⋮ Filippov's selection theorem and the existence of solutions for optimal control problems in time scales ⋮ Transformation preserving controllability for nonlinear optimal control problems with joint boundary conditions ⋮ Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales

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