Multitime dynamic programming for curvilinear integral actions

DOI10.1007/s10957-010-9664-7zbMath1202.49027OpenAlexW2017813861MaRDI QIDQ711712

Ionel Ţevy, Constantin Udrişte

Publication date: 27 October 2010

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9664-7

zbMATH Keywords

multitime dynamic programmingmultitime maximum principlemaximum value functionmultitime Hamilton-Jacobi-Bellman PDEs

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20)

Related Items (6)

Controllability of a nonholonomic macroeconomic system ⋮ A study of some general problems of Dieudonné-Rashevski type ⋮ Riemannian convexity of functionals ⋮ Modi ed objective function approach for multitime variational problems ⋮ CONTROLLABILITY OF NONHOLONOMIC BLACK HOLES SYSTEMS ⋮ Multitime hybrid differential games with multiple integral functional

Cites Work

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• Commuting Hamiltonians and Hamilton-Jacobi multi-time equations
• Multitime controllability, observability and bang-bang principle
• The taxation principle and multi-time Hamilton-Jacobi equations
• Oleinik-Lax formulas and multitime Hamilton-Jacobi systems
• Nonsmooth multi-time Hamilton-Jacobi systems
• Hopf Formula and Multitime Hamilton-Jacobi Equations
• Commutation properties of semigroups for first-order Hamilton-Jacobi equations and application to multi-time equations
• Hopf-Lax formulas for semicontinuous data
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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