Optimal control and viscosity solutions

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074782 ◽

1985 ◽

pp. 94-112 ◽

Cited By ~ 5

Author(s):

P. L. Lions

Keyword(s):

Optimal Control ◽

Viscosity Solutions

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Verification Theorem of Stochastic Recursive Optimal Control Problems with Mixed Delay for Viscosity Solutions

2020 39th Chinese Control Conference (CCC) ◽

10.23919/ccc50068.2020.9189469 ◽

2020 ◽

Author(s):

Weijun Meng ◽

Jingtao Shi

Keyword(s):

Optimal Control ◽

Viscosity Solutions ◽

Optimal Control Problems ◽

Control Problems ◽

Verification Theorem ◽

Mixed Delay

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Optimal Control of Jump-Markov Processes and Viscosity Solutions

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_29 ◽

1988 ◽

pp. 501-511 ◽

Cited By ~ 27

Author(s):

Halil Mete Soner

Keyword(s):

Optimal Control ◽

Markov Processes ◽

Viscosity Solutions ◽

Jump Markov Processes

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Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations

SIAM Journal on Control and Optimization ◽

10.1137/0323036 ◽

1985 ◽

Vol 23 (4) ◽

pp. 566-583 ◽

Cited By ~ 98

Author(s):

P.-L. Lions ◽

P. E. Souganidis

Keyword(s):

Optimal Control ◽

Differential Games ◽

Viscosity Solutions ◽

Directional Derivatives ◽

Isaacs Equations ◽

Derivatives Of

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Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians

SIAM Journal on Control and Optimization ◽

10.1137/s0363012900368594 ◽

2002 ◽

Vol 40 (5) ◽

pp. 1358-1383 ◽

Cited By ~ 11

Author(s):

Michael Malisoff

Keyword(s):

Optimal Control ◽

Viscosity Solutions ◽

Bellman Equation ◽

Optimal Control Problems ◽

Exit Time ◽

Time Optimal Control ◽

Control Problems ◽

Time Optimal

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Optimal control and semicontinuous viscosity solutions

Proceedings of the American Mathematical Society ◽

10.1090/s0002-9939-1991-1076572-8 ◽

1991 ◽

Vol 113 (2) ◽

pp. 397-397 ◽

Cited By ~ 41

Author(s):

E. N. Barron ◽

R. Jensen

Keyword(s):

Optimal Control ◽

Viscosity Solutions

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Comparison Theorems for Viscosity Solutions of a System of Quasivariational Inequalities with Application to Optimal Control with Switching Costs

Journal of Mathematical Analysis and Applications ◽

10.1006/jmaa.2000.7018 ◽

2000 ◽

Vol 251 (1) ◽

pp. 40-64 ◽

Cited By ~ 3

Author(s):

Joseph A Ball ◽

Jerawan Chudoung

Keyword(s):

Optimal Control ◽

Viscosity Solutions ◽

Switching Costs ◽

Comparison Theorems ◽

Quasivariational Inequalities

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Viscosity solutions of the Bellman equation for infinite horizon optimal control problems with negative instantaneous costs

Proceedings of the 41st IEEE Conference on Decision and Control, 2002. ◽

10.1109/cdc.2002.1184590 ◽

2003 ◽

Cited By ~ 1

Author(s):

M. Malisoff

Keyword(s):

Optimal Control ◽

Viscosity Solutions ◽

Bellman Equation ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems

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Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations

SIAM Journal on Control and Optimization ◽

10.1137/100816778 ◽

2014 ◽

Vol 52 (3) ◽

pp. 1622-1662 ◽

Cited By ~ 21

Author(s):

Juan Li ◽

Qingmeng Wei

Keyword(s):

Optimal Control ◽

Viscosity Solutions ◽

Optimal Control Problems ◽

Control Problems ◽

Bellman Equations ◽

Hamilton Jacobi Bellman ◽

Fully Coupled

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Numerical Methods for Viscosity Solutions of an Optimal Control Problem and an Obstacle Avoidance Problem for a Wheeled Vehicle

Transactions of the Institute of Systems Control and Information Engineers ◽

10.5687/iscie.13.10_458 ◽

2000 ◽

Vol 13 (10) ◽

pp. 458-469 ◽

Cited By ~ 1

Author(s):

Kei IMAFUKU ◽

Yuh YAMASHITA ◽

Hirokazu NISHITANI

Keyword(s):

Optimal Control ◽

Numerical Methods ◽

Optimal Control Problem ◽

Control Problem ◽

Obstacle Avoidance ◽

Viscosity Solutions ◽

Wheeled Vehicle ◽

Avoidance Problem

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Application of viscosity solutions of infinite-dimensional Hamilton-Jacobi-Bellman equations to some problems in distributed optimal control

Journal of Optimization Theory and Applications ◽

10.1007/bf00939448 ◽

1990 ◽

Vol 64 (2) ◽

pp. 245-268 ◽

Cited By ~ 11

Author(s):

E. N. Barron

Keyword(s):

Optimal Control ◽

Viscosity Solutions ◽

Distributed Optimal Control ◽

Bellman Equations ◽

Infinite Dimensional ◽

Hamilton Jacobi Bellman

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