Minimax and viscosity solutions in optimization problems for hereditary systems

DOI10.1134/S0081543810060179zbMath1231.49006OpenAlexW2079163856MaRDI QIDQ643773

N. Yu. Lukoyanov

Publication date: 2 November 2011

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543810060179

zbMATH Keywords

optimal controldifferential gamesviscosity solutiontime-delay systemsHamilton-Jacobi equationsminimax solution

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Existence of solutions for minimax problems (49J35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Pursuit and evasion games (49N75)

Related Items (8)

Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems ⋮ Minimax solutions of Hamilton–Jacobi equations with fractional coinvariant derivatives ⋮ Path-dependent Hamilton-Jacobi equations in infinite dimensions ⋮ Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations ⋮ Viscosity solutions of Hamilton-Jacobi equations for neutral-type systems ⋮ Path-dependent Hamilton-Jacobi equations: the minimax solutions revised ⋮ Unnamed Item ⋮ Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems

Cites Work

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• Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
• History path dependent optimal control and portfolio valuation and management
• Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
• Hamilton–Jacobi theory for hereditary control problems
• Optimal Feedback Controls
• Hamilton–Jacobi Theory for Optimal Control Problems with Data Measurable in Time

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