Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations

DOI10.1016/j.jde.2014.07.015zbMath1298.49043OpenAlexW1972272978MaRDI QIDQ743885

D. Kharzeev

Publication date: 1 October 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2014.07.015

zbMATH Keywords

optimal controlcomparison principledifferential inclusionHamilton-Jacobi equationsviscosity solutionsdynamic programming principlediscontinuous dynamics and cost

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Ordinary differential inclusions (34A60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations (35F21) Comparison principles in context of PDEs (35B51) Existence theories for optimal control problems involving relations other than differential equations (49J21)

Related Items (14)

Flux-limited solutions and state constraints for quasi-convex Hamilton-Jacobi equations in multidimensional domains ⋮ Quasi-convex Hamilton-Jacobi equations posed on junctions: the multi-dimensional case ⋮ Global results for eikonal Hamilton-Jacobi equations on networks ⋮ Discontinuous solutions of Hamilton-Jacobi equations on networks ⋮ (Almost) everything you always wanted to know about deterministic control problems in stratified domains ⋮ Approximation of the Value Function for Optimal Control Problems on Stratified Domains ⋮ Junction conditions for finite horizon optimal control problems on multi-domains with continuous and discontinuous solutions ⋮ The vanishing viscosity limit for a system of H-J equations related to a debt management problem ⋮ A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks ⋮ Infinite horizon problems on stratifiable state-constraints sets ⋮ Value function for regional control problems via dynamic programming and Pontryagin maximum principle ⋮ Hybrid Thermostatic Approximations of Junctions for Some Optimal Control Problems on Networks ⋮ Hamilton–Jacobi equations for optimal control on junctions and networks ⋮ A general comparison principle for Hamilton Jacobi Bellman equations on stratified domains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hamilton-Jacobi equations constrained on networks
• Infinite horizon optimal control problems with multiple thermostatic hybrid dynamics
• Flow invariance on stratified domains
• Distance to \(C^k\) hypersurfaces
• Shape analysis via oriented distance functions
• Hamilton-Jacobi equations with measurable dependence on the state variable.
• Eikonal equations with discontinuities
• Qualitative properties of trajectories of control systems: a survey
• Optimal control problems on stratified domains
• A Bellman approach for two-domains optimal control problems in ℝ^N
• Hamilton–Jacobi–Bellman Equations on Multi-domains
• A comparison principle for Hamilton-Jacobi equations with discontinuous Hamiltonians
• Monge solutions for discontinuous Hamiltonians
• Degenerate Eikonal equations with discontinuous refraction index
• Optimal Control of Hybrid Systems and a System of Quasi-Variational Inequalities
• Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization
• A unified framework for hybrid control: model and optimal control theory
• Boundary value problems for Hamilton-Jacobi equations with discontinuous Lagrangian
• A Hamilton-Jacobi approach to junction problems and application to traffic flows
• Unbounded viscosity solutions of hybrid control systems
• Level-Set Approach for Reachability Analysis of Hybrid Systems under Lag Constraints
• Set-valued analysis
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

This page was built for publication: Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations