Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory

DOI10.1051/COCV/2009024zbMath1195.49032arXiv0902.4302OpenAlexW2952742995MaRDI QIDQ3580020

Guillaume Carlier, Rabah Tahraoui

Publication date: 11 August 2010

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

Full work available at URL: https://arxiv.org/abs/0902.4302

zbMATH Keywords

dynamic programmingviscosity solutionsHamilton-Jacobi-Bellman equations in infinite dimensionsstate equations with memory

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Chaos control for problems involving ordinary differential equations (34H10)

Related Items (3)

A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation ⋮ State-Constraint Static Hamilton--Jacobi Equations in Nested Domains ⋮ Delay optimal control and viscosity solutions to associated Hamilton–Jacobi–Bellman equations

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