Some Properties of Constrained Viscosity Solutions of Hamilton–Jacobi–Bellman Equations

DOI10.1137/0325068zbMath0679.49036OpenAlexW2061850819MaRDI QIDQ4728913

Paola Loreti

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1137/0325068

zbMATH Keywords

state constraintsHamilton-Jacobi-Bellman equationsviscosity solutionsrelaxed controls

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (10)

Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games ⋮ Optimal production and pricing strategies in a dynamic model of monopolistic firm ⋮ Nonlinear systems with unbounded controls and state constraints: A problem of proper extension ⋮ A dynamic programming approach for controlled fractional SIS models ⋮ Hamilton–Jacobi–Bellman Equations ⋮ A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces ⋮ Filippov's and Filippov-Ważewski's theorems on closed domains ⋮ Infinite horizon problems on stratifiable state-constraints sets ⋮ State constrained control problems with neither coercivity nor \(L^1\) bounds on the controls ⋮ Viscosity solutions and optimal control problems with integral constraints

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