Multitime dynamic programming for multiple integral actions

DOI10.1007/S10898-010-9599-4zbMATH Open1234.49027OpenAlexW1981169281MaRDI QIDQ652686FDOQ652686

Authors Constantin Udrişte, Ionel Ţevy

Publication date 15 December 2011

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-010-9599-4

zbMATH Keywords

divergencemultitime dynamic programmingmultitime Hamilton-Jacobi-Bellman PDEmultitime maximum principle

Mathematics Subject Classification ID

PDEs in connection with control and optimization (35Q93) Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20)

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Cites work

• Commutation properties of semigroups for first-order Hamilton-Jacobi equations and application to multi-time equations
• Cooperative systems. Control and optimization. Many papers based on the presentations at the 5th international conference on cooperative control and optimization, Gainesville, FL, USA, January 20--22, 2005.
• Multi-time dynamic programming and Riccati equations
• Multitime controllability, observability and bang-bang principle
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Optimization and control of bilinear systems. Theory, algorithms, and applications
• Simplified multitime maximum principle
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations

Cited in

(14)

• scientific article; zbMATH DE number 2086975 (Why is no real title available?)
• Time dependency in multiple objective dynamic programming
• PDEs of Hamilton-Pfaff type multi-time optimization problems
• Multi-time dynamic programming and Riccati equations
• Nonholonomic approach of multitime maximum principle
• Saddle point criteria for multi-dimensional control optimisation problem involving first-order PDE constraints
• Characterization of efficient solutions for a class of PDE-constrained vector control problems
• Multitime dynamic programming for curvilinear integral actions
• Multitime optimal control with area integral costs on boundary
• Simplified multitime maximum principle
• Optimal control on reliability problems
• Multitime action recurrences on a monoid
• An exact \(l_1\) penalty function method for multi-dimensional first-order PDE constrained control optimization problem
• Multitime hybrid differential games with multiple integral functional

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