Dynamic programming principle of control systems on manifolds and its relations to maximum principle

DOI10.1016/J.JMAA.2015.09.014zbMATH Open1327.49042OpenAlexW1429453323MaRDI QIDQ890544FDOQ890544

Authors: Li Deng 

Publication date: 10 November 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.09.014

Recommendations

• Optimal control problems on manifolds: A dynamic programming approach
• Maximum principle, dynamic programming and their connection in deterministic control
• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• Certain hypotheses in optimal control theory and the relationship of the maximum principle with the dynamic programming method
• Pontryagin maximum principle for control systems on infinite dimensional manifolds
• The Relationship Between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities
• Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems
• scientific article; zbMATH DE number 510348
• Optimal control using Pontryagin's maximum principle and dynamic programming

zbMATH Keywords

Hamilton-Jacobi-Bellman equationPontryagin's maximum principleRiemannian manifoldviscosity solutiondynamic programming principle

Mathematics Subject Classification ID

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) Control/observation systems governed by ordinary differential equations (93C15) Manifolds and measure-geometric topics (49Q99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
• Control theory from the geometric viewpoint.
• Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• Title not available (Why is that?)
• Hamilton-Jacobi Equations with State Constraints
• Optimal Control with State-Space Constraint I
• Viscosity Solutions of Hamilton-Jacobi Equations
• Title not available (Why is that?)
• Riemannian Geometry
• Viscosity solutions to second order partial differential equations on Riemannian manifolds
• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with state constraints
• Deterministic state-constrained optimal control problems without controllability assumptions
• The Relationship between the Maximum Principle and Dynamic Programming
• Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
• Optimal control problems on manifolds: A dynamic programming approach
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
• New results on the relationship between dynamic programming and the maximum principle
• Maximum principle, dynamic programming and their connection in deterministic control
• A proof of Pontryagin's minimum principle using dynamic programming
• Value functions and transversality conditions for infinite-horizon optimal control problems
• The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations
• A note on the value function for constrained control problems

Cited In (4)

• Second order necessary conditions for endpoints-constrained optimal control problems on Riemannian manifolds
• Second order optimality conditions for optimal control problems on Riemannian manifolds
• Certain hypotheses in optimal control theory and the relationship of the maximum principle with the dynamic programming method
• Optimal control problems on manifolds: A dynamic programming approach

This page was built for publication: Dynamic programming principle of control systems on manifolds and its relations to maximum principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q890544)