Discrete time schemes for optimal control problems with monotone controls

DOI10.1007/s40314-014-0149-4zbMath1325.49034arXiv1407.1790OpenAlexW2079464252MaRDI QIDQ747188

Lisandro A. Parente, Laura S. Aragone, Eduardo A. Philipp

Publication date: 23 October 2015

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1790

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsmonotone optimal control problemsdiscrete time schemes

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)

Related Items (1)

Fully discrete schemes for monotone optimal control problems

Cites Work

• Approximate solutions of the Bellman equation of deterministic control theory
• On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
• Optimal control problems with no turning back
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions for the Monotone Control Problem
• Viscosity Solutions of Hamilton-Jacobi Equations
• Minimizing a Quadratic Payoff with Monotone Controls
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• A Bellman's equation for minimizing the maximum cost

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