The viability kernel algorithm for computing value functions of infinite horizon optimal control problems

DOI10.1006/jmaa.1996.0273zbMath0862.65039OpenAlexW2004561989MaRDI QIDQ1922922

Hélène Frankowska, Jean-Pierre Aubin

Publication date: 25 May 1997

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

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/4498/1/WP-95-098.pdf

zbMATH Keywords

convergencedifferential inclusionvalue functionsfeedbacksviability domainviability kernel algorithminfinite horizon optimal control problemsPainlevé-Kuratowski limit

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Numerical optimization and variational techniques (65K10) Fuzzy control/observation systems (93C42) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems involving ordinary differential equations (49K15)

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