Optimality conditions for L^p problems with reflected dynamics
From MaRDI portal
Publication:6621113
Recommendations
- Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
- The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures
- Optimality conditions for reflecting boundary control problems
- On Reflecting Boundary Problem for Optimal Control
- Optimal control with \(L^p(\Omega)\), \(p\in [0,1)\), control cost
Cites work
- scientific article; zbMATH DE number 3855514 (Why is no real title available?)
- scientific article; zbMATH DE number 3819136 (Why is no real title available?)
- scientific article; zbMATH DE number 733957 (Why is no real title available?)
- scientific article; zbMATH DE number 1181255 (Why is no real title available?)
- scientific article; zbMATH DE number 1414249 (Why is no real title available?)
- An existence theorem for a class of differential equations with multivalued right-hand side
- Approximation and regularization of Lipschitz functions: Convergence of the gradients
- Averaging of singularly perturbed controlled stochastic differential equations
- Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems
- Differential inclusions in nonsmooth mechanical problems. Shocks and dry friction
- Existence of slow solutions for a class of differential inclusions
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects
- Linearization techniques for \(\mathbb{L}^{p}\)-control problems and dynamic programming principles in classical and \(\mathbb{L}^{p}\)-control problems
- Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
- Local differentiability of distance functions
- Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
- On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
- On Reflecting Boundary Problem for Optimal Control
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Optimality conditions for reflecting boundary control problems
- Optimality issues for a class of controlled singularly perturbed stochastic systems
- Primal-lower-nice property of value functions in optimization and control problems
- Reflected Differential Games
- Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
- Semiconcave solutions of partial differential inclusions
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
- Sweeping process with regular and nonregular sets.
- The Bellman equation for minimizing the maximum cost
- Viscosity solutions for partial differential equations with Neumann type boundary conditions and some aspects of Aubry-Mather theory
- Viscosity solutions of Hamilton-Jacobi equations
This page was built for publication: Optimality conditions for \(\mathbb{L}^p\) problems with reflected dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6621113)
