The value function of the shallow lake problem as a viscosity solution of a HJB equation

DOI10.1090/S0033-569X-2012-01253-2zbMath1255.49042MaRDI QIDQ4902582

Georgios T. Kossioris, Christos Zohios

Publication date: 16 January 2013

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

viscosity solutionwelfare functionreduced Hamilton-Jacobi-Bellman equation

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Ecology (92D40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (3)

Existence of solutions to shallow lake type optimal control problems ⋮ Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach ⋮ Existence of the optimum in Shallow Lake type models with hysteresis effect

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Skiba points and heteroclinic bifurcations, with applications to the shallow lake system
• Viscosity solutions of Hamilton-Jacobi equations
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Optimal Control with State-Space Constraint I
• Viscosity Solutions of Hamilton-Jacobi Equations
• A Regularity Result for Viscosity Solutions of Hamilton-Jacobi Equations in One Space Dimensions
• Optimal Growth with a Convex-Concave Production Function
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

This page was built for publication: The value function of the shallow lake problem as a viscosity solution of a HJB equation