Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems
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Publication:831354
DOI10.1007/s10957-020-01742-6zbMath1462.49019arXiv1901.04677OpenAlexW2911150121MaRDI QIDQ831354
Publication date: 11 May 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.04677
optimal controlviscosity solutiontime-delay systemsHamilton-Jacobi equationsminimax solutioncoinvariant derivatives
Existence of solutions for minimax problems (49J35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations (35F21)
Related Items (8)
Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games ⋮ Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations ⋮ Control of chaos with time-delayed feedback based on deep reinforcement learning ⋮ Viscosity solutions of Hamilton-Jacobi equations for neutral-type systems ⋮ Path-dependent Hamilton-Jacobi equations: the minimax solutions revised ⋮ On extremal shift strategies in time-delay systems ⋮ Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems ⋮ Quasigradient aiming strategies in optimal control problems for time-delay systems
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