On the Bellman equation for infinite horizon problems with unbounded cost functional

DOI10.1007/s002459911010zbMath0952.49023OpenAlexW2119937635MaRDI QIDQ1964693

Francesca Da Lio

Publication date: 7 January 2001

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

Full work available at URL: https://doi.org/10.1007/s002459911010

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationviscosity solutions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Performance functionals and dynamic systems' optimization ⋮ A neural network solution for fixed-final time optimal control of nonlinear systems ⋮ On the value function for nonautonomous optimal control problems with infinite horizon ⋮ On the basis of the Hamilton-Jacobi-Bellman equation in economic dynamics ⋮ Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics ⋮ Neural network solution for finite-horizonH_∞state feedback control of nonlinear systems ⋮ Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations ⋮ The value function of an asymptotic exit-time optimal control problem ⋮ Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians ⋮ Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach ⋮ Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data

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