Multiprocess optimal control problem on Hilbert space and related Hamilton-Jacobi equation

DOI10.1016/S0362-546X(96)00001-6zbMath0886.49023OpenAlexW2045682978WikidataQ127451888 ScholiaQ127451888MaRDI QIDQ4365311

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Publication date: 8 April 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(96)00001-6

zbMATH Keywords

optimal controlmaximum principleHamilton-Jacobi-Bellman equationdynamic programming

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (1)

Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems

Cites Work

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• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
• Verification theorems within the framework of viscosity solutions
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
• Value function and optimality condition for semilinear control problems. II: Parabolic case
• Optimal Switching for Ordinary Differential Equations
• Optimal switching for systems governed by nonlinear evolution equations
• Optimal Multiprocesses
• Polar decomposition of positive operators and a problem of crandall and lions

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