Mixed Use of Pontryagin’s Principle and the Hamilton-Jacobi-Bellman Equation in Infinite- and Finite-Horizon Constrained Optimal Control-Reference-Cited by-同舟云学术

Mixed Use of Pontryagin’s Principle and the Hamilton-Jacobi-Bellman Equation in Infinite- and Finite-Horizon Constrained Optimal Control

Published:2023 Issue: Volume: Page:167-185
ISSN:2367-3370
Container-title:Intelligent Autonomous Systems 17
language:
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Author:

Weston Jerome,Tolić Domagoj,Palunko Ivana

Publisher

Springer Nature Switzerland

Link

https://link.springer.com/content/pdf/10.1007/978-3-031-22216-0_12

Reference20 articles.

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2. Basco, V., Frankowska, H.: Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon. Nonlinear Diff. Equat. Appl. 26(7) (2019). https://doi.org/10.1007/s00030-019-0553-y

3. Bonnet, B.: A Pontryagin maximum principle in Wasserstein spaces for constrained optimal control problems. ESAIM: COCV 25, 52 (2019). https://doi.org/10.1051/cocv/2019044

4. Borkar, V., Budhiraja, A.: Ergodic control for constrained diffusions: characterization using HJB equations. SIAM J. Control Optim. 43(4), 1467-92 (2004). https://doi.org/10.1137/S0363012902417619

5. Borkar, V., Budhiraja, A.: HJB equations for ergodic control problems for constrained diffusions in polyhedral domains. In: Proceedings of the 44th IEEE Conference on Decision and Control, 6668-72, Seville (2005). https://doi.org/10.1109/CDC.2005.1583233

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