Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
From MaRDI portal
Publication:3296856
DOI10.1007/978-981-15-0713-7_2zbMath1465.49011OpenAlexW3008721391MaRDI QIDQ3296856
Publication date: 2 July 2020
Published in: Advances in Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-981-15-0713-7_2
maximum principleHamilton-Jacobi-Bellman equationinfinite horizonrelaxation theoremvalue functionsensitivity relations
Methods involving semicontinuity and convergence; relaxation (49J45) Sensitivity analysis for optimization problems on manifolds (49Q12) Hamilton-Jacobi equations (35F21)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Conditions implying the vanishing of the Hamiltonian at infinity in optimal control problems
- The Pontryagin maximum principle for nonlinear optimal control problems with infinite horizon
- A priori estimates for operational differential inclusions
- Infinite horizon optimal control. Theory and applications
- Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
- Duality theory for dynamic optimization models of economics: The continuous time case
- Nonsmooth maximum principle for infinite-horizon problems
- Measurable viability theorems and the Hamilton-Jacobi-Bellman equation
- Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
- Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon
- Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
- Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
- Necessary conditions for infinite horizon optimal control problems with state constraints
- Infinite horizon optimal control problems in the light of convex analysis in Hilbert spaces
- Value functions and transversality conditions for infinite-horizon optimal control problems
- Infinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problem
- Lipschitz continuity of the value function for the infinite horizon optimal control problem under state constraints
- Improved sensitivity relations in state constrained optimal control
- On relations of the adjoint state to the value function for optimal control problems with state constraints
- Value function, relaxation, and transversality conditions in infinite horizon optimal control
- Necessity of vanishing shadow price in infinite horizon control problems
- On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems
- Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Second-Order Sensitivity Relations and Regularity of the Value Function for Mayer's Problem in Optimal Control
- Optimization and nonsmooth analysis
- Optimal Control with State-Space Constraint I
- Viscosity Solutions of Hamilton-Jacobi Equations
- Shadow Prices and Duality for a Class of Optimal Control Problems
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Necessary Conditions for Optimal Control Problems with Infinite Horizons
- Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
- A measurable upper semicontinuous viability theorem for tubes
- Another view of the maximum principle for infinite-horizon optimal control problems in economics
- The Pontryagin Maximum Principle and Transversality Conditions for a Class of Optimal Control Problems with Infinite Time Horizons
- A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
- Set-valued analysis
- Optimal control
This page was built for publication: Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints