The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization

DOI10.1007/S10958-006-0146-2zbMATH Open1184.49032OpenAlexW2024287949MaRDI QIDQ873799FDOQ873799

N. N. Subbotina

Publication date: 20 March 2007

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-006-0146-2

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Nonlinear first-order PDEs (35F20) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Synthesis problems (93B50) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

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• Variational Analysis
• A generalization of the Tikhonov theorem for singularly perturbed differential inclusions
• An Approximation Scheme for the Minimum Time Function
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• User’s guide to viscosity solutions of second order partial differential equations
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Nonlinear control systems.
• Problems of control and stabilization in dynamical systems
• The Cauchy problem for a nonlinear first order partial differential equation
• Axiomatic approach in differential games
• Remarks on elliptic singular perturbation problems
• Hyperbolic systems of conservation laws II
• Uniform asymptotic stability of systems of differential equations with a small parameter in the derivative terms
• Asymptotic behaviour of the solutions of the Cauchy problem for non-linear first order equations
• Measurable relations
• On Reachability Under Uncertainty
• The value function of singularly perturbed control systems
• Conflict controlled processes with discontinuous trajectories
• Generalized Gradients and Applications
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Example of nonuniqueness of entropy solutions in the class of locally bounded functions.
• A Generalization of Peano's Existence Theorem and Flow Invariance
• On Hopf's formulas for solutions of Hamilton-Jacobi equations
• Properties of a differential game's potential
• Positional control in parabolic systems
• An iteration procedure for constructing minimax and viscous solutions to Hamilton-Jacobi equations
• The existence of value in differential games of pursuit and evasion
• Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
• Multivalued solutions of first-order partial differential equations
• Minimax solutions of first-order partial differential equations
• On Some Differential Games
• On the Existence of Solutions to a Differential Game
• One approach to the control of uncertain dynamical systems
• Applications of Singular Perturbation Techniques to Control Problems
• Singular characteristics of first order partial differential equations
• Optimal Feedback Controls
• Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
• Suboptimal control of singularly perturbed systems and periodic optimization
• The Relationship between the Maximum Principle and Dynamic Programming
• Monotone trajectories of differential inclusions and functional differential inclusions with memory
• Construction of optimal feedback controls
• Stability-like properties of differential inclusions
• Level sets of the value function in differential games with the homicidal chauffeur dynamics
• Some Characterizations of Optimal Trajectories in Control Theory
• ON A NEW APPROACH TO THE NUMERICAL SOLUTION OF A CLASS OF PARTIAL DIFFERENTIAL INTEGRAL EQUATIONS OF TRANSPORT THEORY
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
• Extension of sufficient optimality conditions in the methods of Weierstrass and of Hamilton-Jacobi-Bellman
• Equations of the dynamics of sets of reachability in problems of optimization and control under conditions of uncertainty
• Maximum principle, dynamic programming and their connection in deterministic control
• \(H^{\infty}\) optimization problem with sign-indefinite quadratic form
• A discrete method for constructing an approximate viability kernel of a differential inclusion
• Asymptotics of controls for a singular elliptic problem.
• Minimax solution of Hamilton-Jacobi equations for hereditary systems.
• Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions.
• The dynamic programming method for inverse problems of estimation of distributed systems.
• A differential game of approach with two pursuers and one evader
• Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games
• Approximate construction of solutions in game-theoretic control problems
• Tracking Fast Trajectories Along a Slow Dynamics: A Singular Perturbations Approach
• Necessary and sufficient conditions for passivity of the LuGre friction model
• On the extension of the nonlinear problem of optimal control with nonstationary phase restrictions

Cited In (25)

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• Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations
• A mean-field optimal control formulation of deep learning
• On Grid Optimal Feedbacks to Control Problems of Prescribed Duration on the Plane
• Matrix resolving functions in game problems of dynamics
• Optimal synthesis in a control problem with Lipschitz input data
• Second-Order Sensitivity Relations and Regularity of the Value Function for Mayer's Problem in Optimal Control
• On a differential game in an abstract parabolic system
• Optimal bounded noisy feedback control for damping random vibrations
• Path-dependent Hamilton-Jacobi equations in infinite dimensions
• Characteristic curves for set-valued Hamilton-Jacobi equations
• On the efficiency of optimal grid synthesis in optimal control problems with fixed terminal time
• Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations
• On the continuous extension of a generalized solution of the Hamilton-Jacobi equation by characteristics that form a central field of extremals
• Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems
• Estimating error of the optimal grid design in the problems of nonlinear optimal control of prescribed duration
• On the solution of a system of Hamilton-Jacobi equations of special form
• Uniform Tauberian theorem in differential games
• On feedback-principle control for systems with aftereffect under incomplete phase-coordinate data
• Numerical solution of optimization problems in vibrational mechanics using the characteristics method
• The sufficient conditions for continuous -optimal feedbacks in control problems with a terminal cost
• Sensitivity analysis of value functional of fractional optimal control problem with application to feedback construction of near optimal controls
• Synthesis of optimal control in a mathematical model of tumour–immune dynamics
• Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method
• Mean viability theorems and second-order Hamilton-Jacobi equations

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