The L∞ control problem with continuous control functions
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Publication:4374864
DOI10.1016/S0362-546X(97)00447-1zbMath0901.49024OpenAlexW2028211430MaRDI QIDQ4374864
Wenxiong Liu, Robert R. Jensen, Emmanuel Nicholas Barron
Publication date: 17 February 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(97)00447-1
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi theories (49L99)
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CHARACTERIZATION AND APPROXIMATION OF VALUE FUNCTIONS OF DIFFERENTIAL GAMES WITH MAXIMUM COST IN INFINITE HORIZON ⋮ Equivalent formulations of optimal control problems with maximum cost and applications
Cites Work
- A remark on regularization in Hilbert spaces
- An approach of deterministic control problems with unbounded data
- The Bellman equation for minimizing the maximum cost
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
- Differential games with maximum cost
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