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Generalization of Cauchy's characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes - MaRDI portal

Generalization of Cauchy's characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes (Q2018652)

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scientific article; zbMATH DE number 6419288
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English
Generalization of Cauchy's characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes
scientific article; zbMATH DE number 6419288

    Statements

    Generalization of Cauchy's characteristics method to construct smooth solutions to Hamilton-Jacobi-Bellman equations in optimal control problems with singular regimes (English)
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    25 March 2015
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    Pontryagin's maximum principle
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    singular optimal control
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    Hamilton-Jacobi-Bellman equation
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    cost function
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    smoothness
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    viral infections
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