Properties of value functions in impulse control problems

DOI10.1134/S1064562414070205zbMath1354.93070OpenAlexW2078110512MaRDI QIDQ2353046

A. N. Daryin

Publication date: 7 July 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562414070205

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by ordinary differential equations (93C15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Impulsive optimal control problems (49N25)

Cites Work

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• Uniqueness of unbounded viscosity solutions for impulse control problem
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Cauchy Problems for Certain Isaacs-Bellman Equations and Games of Survival
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations