Multicriteria Optimal Control and Vectorial Hamilton-Jacobi Equation
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Publication:3616832
DOI10.1007/978-3-540-78827-0_32zbMath1229.49019OpenAlexW1558422644MaRDI QIDQ3616832
Publication date: 26 March 2009
Published in: Large-Scale Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-78827-0_32
Multi-objective and goal programming (90C29) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15)
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Cites Work
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- Duality principles for optimization problems dealing with the difference of vector-valued convex mappings
- Two kinds of normality in vector optimization
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
- Viscosity Solutions of Hamilton-Jacobi Equations
- Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints
- Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
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