𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

✍ Scribed by Malisoff, Michael

Book ID
118207247
Publisher
Society for Industrial and Applied Mathematics
Year
2002
Tongue
English
Weight
298 KB
Volume
40
Category
Article
ISSN
0363-0129

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Further results on the Bellman equation
Further results on the Bellman equation for optimal control problems with exit times and nonnegative Lagrangians
✍ Michael Malisoff πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 362 KB

In a series of papers, we proved theorems characterizing the value function in exit time optimal control as the unique viscosity solution of the corresponding Bellman equation that satisΓΏes appropriate side conditions. The results applied to problems which satisfy a positivity condition on the integ

Exact solutions of the hamilton-jacobi-b
Exact solutions of the hamilton-jacobi-bellman equation for problems of optimal correction with a constrained overall control resource
✍ A.S. Bratus'; K.A. Volosov πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 641 KB

The problem of controlling the oscillations of a mathematical pendulum is considered. The overall control resource is subject to an integral constraint: the modulus of the control function to an arbitrary non-negative power (greater than or equal to unity) is a summable function over a specified tim