Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition

DOI10.1007/BF01204702zbMath0851.49019OpenAlexW2032671523MaRDI QIDQ1913857

Yanyan Li

Publication date: 12 November 1996

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01204702

zbMATH Keywords

Clarke generalized gradientoptimality conditionsBellman-Hamilton-Jacobi equationdeterministic control problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Hamilton-Jacobi theories (49L99)

Related Items (8)

Hamilton–Jacobi theory for a generalized optimal stopping time problem ⋮ Optimal Control of Piecewise Deterministic Markov Processes ⋮ Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes ⋮ Abel-type results for controlled piecewise deterministic Markov processes ⋮ Optimal control of semi-Markov processes with a backward stochastic differential equations approach ⋮ An approach to the valuation and decision of ERP investment projects based on real options ⋮ Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes ⋮ Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses

Cites Work

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• Local Optimality Conditions and Lipschitzian Solutions to the Hamilton–Jacobi Equation
• Optimization and nonsmooth analysis
• Viscosity Solutions of Hamilton-Jacobi Equations
• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
• Some Characterizations of Optimal Trajectories in Control Theory
• Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
• A Necessary and Sufficient Condition for Optimality of Dynamic Programming Type, Making No a Priori Assumptions on the Controls
• Sufficient Conditions for Optimality and the Justification of the Dynamic Programming Method

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