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

DOI10.3103/S0278641914030030zbMath1334.49066MaRDI QIDQ2018652

I. Ye. Yegorov

Publication date: 25 March 2015

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationcost functionsmoothnessPontryagin's maximum principlesingular optimal controlviral infections

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Medical applications (general) (92C50) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99)

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Cites Work

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