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

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)

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

Cites work

• scientific article; zbMATH DE number 3167340 (Why is no real title available?)
• scientific article; zbMATH DE number 5730451 (Why is no real title available?)
• scientific article; zbMATH DE number 52737 (Why is no real title available?)
• scientific article; zbMATH DE number 1325009 (Why is no real title available?)
• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• A note on the value function for constrained control problems
• A proof of Pontryagin's minimum principle using dynamic programming
• Control theory from the geometric viewpoint.
• Deterministic state-constrained optimal control problems without controllability assumptions
• Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
• Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
• Hamilton-Jacobi Equations with State Constraints
• Maximum principle, dynamic programming and their connection in deterministic control
• New results on the relationship between dynamic programming and the maximum principle
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• Optimal Control with State-Space Constraint I
• Optimal control problems on manifolds: A dynamic programming approach
• Riemannian Geometry
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with state constraints
• 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
• The Relationship between the Maximum Principle and Dynamic Programming
• The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations
• Value functions and transversality conditions for infinite-horizon optimal control problems
• Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity solutions to second order partial differential equations on Riemannian manifolds

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
• Optimal control problems on manifolds: A dynamic programming approach
• Certain hypotheses in optimal control theory and the relationship of the maximum principle with the dynamic programming method

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)