Optimality conditions for \(\mathbb{L}^p\) problems with reflected dynamics
From MaRDI portal
Publication:6621113
DOI10.4064/BC127-4MaRDI QIDQ6621113
Juan Li, Dan Goreac, Oana Silvia Serea, Pangbo Wang
Publication date: 17 October 2024
Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05) Methods involving semicontinuity and convergence; relaxation (49J45) Duality theory (optimization) (49N15)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimality issues for a class of controlled singularly perturbed stochastic systems
- Optimality conditions for reflecting boundary control problems
- Primal-lower-nice property of value functions in optimization and control problems
- Differential inclusions in nonsmooth mechanical problems. Shocks and dry friction
- Existence of slow solutions for a class of differential inclusions
- Viscosity solutions of Hamilton-Jacobi equations
- Sweeping process with regular and nonregular sets.
- Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects
- Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
- Averaging of singularly perturbed controlled stochastic differential equations
- Semiconcave solutions of partial differential inclusions
- An existence theorem for a class of differential equations with multivalued right-hand side
- Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems
- Viscosity solutions for partial differential equations with Neumann type boundary conditions and some aspects of Aubry-Mather theory
- The Bellman equation for minimizing the maximum cost
- Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems
- Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
- On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
- Reflected Differential Games
- On Reflecting Boundary Problem for Optimal Control
- Local differentiability of distance functions
- Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
- Approximation and regularization of Lipschitz functions: Convergence of the gradients
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects
This page was built for publication: Optimality conditions for \(\mathbb{L}^p\) problems with reflected dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6621113)