Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation

DOI10.1137/21M1450057MaRDI QIDQ6069421zbMATH OpenOpenAlexFDO

Authors

Publication date 14 November 2023

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/21m1450057

zbMATH Keywords

dynamic programmingHamilton-Jacobipartial differential equationsstaticizationstationary actionstochastic control

Mathematics Subject Classification ID

Hamilton-Jacobi equations in optimal control and differential games (49L12) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Cited in

(1)

• Second order Jacobi approximation with applications to fourth-order differential equations

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