Representation of weak solutions of convex Hamilton-Jacobi-Bellman equations on infinite horizon

DOI10.1007/s10957-020-01763-1zbMath1476.49031OpenAlexW3093793612MaRDI QIDQ2025284

Vincenzo Basco

Publication date: 11 May 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-020-01763-1

zbMATH Keywords

state constraintsinfinite horizonweak solutionsHamilton-Jacobi-Bellman equationsrepresentation of Hamiltonians

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Weak solutions to PDEs (35D30) Hamilton-Jacobi equations in mechanics (70H20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15) Convexity properties of solutions to PDEs with constant coefficients (35E10) Hamilton-Jacobi equations (35F21) Hamilton-Jacobi equations in optimal control and differential games (49L12)

Related Items (1)

Weak epigraphical solutions to Hamilton-Jacobi-Bellman equations on infinite horizon

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