Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics-Reference-Cited by-同舟云学术

Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics

Published:2001 Issue: Volume:6 Page:415-441
ISSN:1292-8119
Container-title:ESAIM: Control, Optimisation and Calculus of Variations
language:
Short-container-title:ESAIM: COCV

Author:

Malisoff Michael

Publisher

EDP Sciences

Subject

Computational Mathematics,Control and Optimization,Control and Systems Engineering

Link

http://www.esaim-cocv.org/10.1051/cocv:2001116/pdf

Reference25 articles.

1. M. Bardi and I. Capuzzo-Dolcetta,Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations. Birkhäuser, Boston (1997).

2. On the Bellman equation for some unbounded control problems

3. M. Bardi, M. Falcone and P. Soravia, Numerical methods for pursuit-evasion games and viscosity solutions, inStochastic and Differential Games: Theory and Numerical Methods, edited by M. Bardi, T.E.S. Raghavan and T. Parthasarathy. Birkhäuser, Boston (1999).

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Model predictive control for drift counteraction of stochastic constrained linear systems;Automatica;2021-01

2. Financing policies via stochastic control: a dynamic programming approach;Journal of Global Optimization;2011-05-17

3. On the existence of solutions to a class of minimum time control problems and applications to Fermat's Principle and to the Brachystocrone;Systems & Control Letters;2006-02

4. On the strong invariance property for non-Lipschitz dynamics;Communications on Pure & Applied Analysis;2006

5. Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: vanishing lagrangians, eikonal equations, and shape-from-shading;NoDEA : Nonlinear Differential Equations and Applications;2004-02-01