Convex Optimal Control Problems with Smooth Hamiltonians
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Publication:5317094
DOI10.1137/S0363012902411581zbMath1072.49025MaRDI QIDQ5317094
Publication date: 15 September 2005
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
optimal controlepi-convergenceconjugate dualitysaddle functionconvex value functiondifferentiable Hamiltonianoptimal feedback regularitypiecewise linear-quadratic function
Minimax problems in mathematical programming (90C47) Numerical methods involving duality (49M29) Regularity of solutions in optimal control (49N60) Linear-quadratic optimal control problems (49N10) Duality theory (optimization) (49N15)
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Continuous differentiability of the value function of semilinear parabolic infinite time horizon optimal control problems on \(L^2(\Omega)\) Under control constraints ⋮ Convergence results for a self-dual regularization of convex problems ⋮ Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations ⋮ The value function of an asymptotic exit-time optimal control problem ⋮ A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints ⋮ A Characteristic Method for Fully Convex Bolza Problems over Arcs of Bounded Variation
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