Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems

DOI10.1051/cocv/2011183zbMath1262.49030OpenAlexW2273213599MaRDI QIDQ3143591

Oana-Silvia Serea, Dan Goreac

Publication date: 3 December 2012

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2011183

zbMATH Keywords

essential supremumdynamic programming principleoccupational measures\(L^{p}\)-approximationsHJ equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Methods involving semicontinuity and convergence; relaxation (49J45) Ordinary differential inclusions (34A60) Control/observation systems governed by ordinary differential equations (93C15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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