The Bellman equation for constrained deterministic optimal control problems
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Publication:688889
zbMATH Open0798.35031MaRDI QIDQ688889
Publication date: 1 November 1993
Published in: Differential and Integral Equations (Search for Journal in Brave)
dynamic programmingBellman equationHamilton-Jacobi equationdifferential inclusiontime optimal control
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Boundary value problems for nonlinear first-order PDEs (35F30)
Related Items (11)
Bellman functions in the optimization of dynamic systems under uncertainty ⋮ Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints ⋮ Title not available (Why is that?) ⋮ Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints ⋮ The solution of riccati's equation asthe hessian of bellman's function ⋮ A Bellman approach for two-domains optimal control problems in \(\mathbb{R}^N\) ⋮ Semigeodesics and the minimal time function ⋮ On the equivalence of the integral and differential Bellman equations in impulse control problems
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