Viscosity Solutions for the Monotone Control Problem

DOI10.1137/0323014zbMath0565.49023OpenAlexW1996777569MaRDI QIDQ3679809

Emmanuel Nicholas Barron

Publication date: 1985

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0323014

zbMATH Keywords

Hamilton-Jacobi equationsquasi-variational inequalitymonotone controlsviscosity solution

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Nonlinear first-order PDEs (35F20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Numerical methods in optimal control (49M99)

Related Items (4)

Optimal control and differential games with measures ⋮ An approach of deterministic control problems with unbounded data ⋮ Fully discrete schemes for monotone optimal control problems ⋮ Discrete time schemes for optimal control problems with monotone controls

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