Symmetries and analytical solutions of the Hamilton–Jacobi–Bellman equation for a class of optimal control problems

DOI10.1002/oca.2190zbMath1346.49004OpenAlexW1910412336MaRDI QIDQ3187834

Brian J. Cantwell, Didier Henrion, Luis Henrique Rodrigues

Publication date: 5 September 2016

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2190

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationLyapunov functionLie point symmetries

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items (3)

Towards global optimal control via Koopman lifts ⋮ Optimal control of partially unknown constrained‐input systems: A dynamic event‐triggered‐based approach ⋮ Symmetries and conservation laws of Hamiltonian systems

Cites Work

• Symmetry-based solution of a model for a combination of a risky investment and a riskless investment
• Some nonlinear optimal control problems with closed-form solutions
• Inverse optimal design of input-to-state stabilizing nonlinear controllers
• Inverse optimal stabilization of a rigid spacecraft
• Backstepping design with local optimality matching
• Inverse Optimality in Robust Stabilization
• Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
• Optimal Regulation of Nonlinear Dynamical Systems
• Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics

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