The Dynamic Programming Equation for the Time-Optimal Control Problem in Infinite Dimensions

DOI10.1137/0329024zbMath0737.49022OpenAlexW2065296123MaRDI QIDQ3978028

Viorel Barbu

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1137/0329024

zbMATH Keywords

time optimal controlsemilinear parabolic equationsHamilton-Jacobi-Bellman type equation

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi theories (49L99)

Related Items (9)

User’s guide to viscosity solutions of second order partial differential equations ⋮ A dual dynamic programming for multidimensional parabolic optimal control problems ⋮ Minimal time sliding mode control for evolution equations in Hilbert spaces ⋮ A dual dynamic programming for minimax optimal control problems governed by parabolic equation ⋮ Viscosity solutions for the dynamic programming equations ⋮ Characterization of Lyapunov pairs in the nonlinear case and applications ⋮ A Neumann Boundary Control for Multidimensional Parabolic “Minmax” Control Problems ⋮ Contingent solutions for the Bellmann equation in infinite dimensions ⋮ Switching Properties of Time Optimal Controls for Systems of Heat Equations Coupled by Constant Matrices

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