Neural Networks, ISSN 0893-6080, 11/2015, Volume 71, pp. 150 - 158

The constrained optimal control problem depends on the solution of the complicated Hamilton–Jacobi–Bellman equation (HJBE). In this paper, a data-based...

Constrained optimal control | Data-based | Hamilton–Jacobi–Bellman equation | The method of weighted residuals | Off-policy reinforcement learning | Hamilton-Jacobi-Bellman equation | DESIGN | POLICY ITERATION | ADAPTIVE OPTIMAL-CONTROL | STABILIZATION | TIME NONLINEAR-SYSTEMS | DYNAMIC-PROGRAMMING ALGORITHM | NEUROSCIENCES | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | Models, Theoretical | Algorithms | Computer Simulation | Problem Solving | Reinforcement (Psychology) | Nonlinear Dynamics | Machine Learning | Neural Networks (Computer) | Electrical engineering | Neural networks | Convergence (Social sciences)

Constrained optimal control | Data-based | Hamilton–Jacobi–Bellman equation | The method of weighted residuals | Off-policy reinforcement learning | Hamilton-Jacobi-Bellman equation | DESIGN | POLICY ITERATION | ADAPTIVE OPTIMAL-CONTROL | STABILIZATION | TIME NONLINEAR-SYSTEMS | DYNAMIC-PROGRAMMING ALGORITHM | NEUROSCIENCES | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | Models, Theoretical | Algorithms | Computer Simulation | Problem Solving | Reinforcement (Psychology) | Nonlinear Dynamics | Machine Learning | Neural Networks (Computer) | Electrical engineering | Neural networks | Convergence (Social sciences)

Journal Article

Automatica, ISSN 0005-1098, 2005, Volume 41, Issue 5, pp. 779 - 791

The Hamilton–Jacobi–Bellman (HJB) equation corresponding to constrained control is formulated using a suitable nonquadratic functional. It is shown that the...

Infinite horizon control | Least squares | Constrained input systems | Neural network | Actuator saturation | Lyapunov equation | Hamilton–Jacobi–Bellman | Hamilton-Jacobi-Bellman | LINEAR-SYSTEMS | constrained input systems | DESIGN | FEEDBACK-CONTROL | APPROXIMATIONS | neural network | ENGINEERING, ELECTRICAL & ELECTRONIC | infinite horizon control | CONTINUOUS-TIME SYSTEMS | H-INFINITY CONTROL | least squares | actuator saturation | JACOBI-BELLMAN EQUATION | MANIPULATORS | FUNCTIONALS | AUTOMATION & CONTROL SYSTEMS | Actuators | Control equipment industry | Laws, regulations and rules | Neural networks

Infinite horizon control | Least squares | Constrained input systems | Neural network | Actuator saturation | Lyapunov equation | Hamilton–Jacobi–Bellman | Hamilton-Jacobi-Bellman | LINEAR-SYSTEMS | constrained input systems | DESIGN | FEEDBACK-CONTROL | APPROXIMATIONS | neural network | ENGINEERING, ELECTRICAL & ELECTRONIC | infinite horizon control | CONTINUOUS-TIME SYSTEMS | H-INFINITY CONTROL | least squares | actuator saturation | JACOBI-BELLMAN EQUATION | MANIPULATORS | FUNCTIONALS | AUTOMATION & CONTROL SYSTEMS | Actuators | Control equipment industry | Laws, regulations and rules | Neural networks

Journal Article

IEEE Transactions on Cybernetics, ISSN 2168-2267, 12/2014, Volume 44, Issue 12, pp. 2834 - 2847

In this paper, the infinite horizon optimal robust guaranteed cost control of continuous-time uncertain nonlinear systems is investigated using...

adaptive/approximate dynamic programming (ADP) | Optimal control | neural networks | uncertain nonlinear systems | Cost function | Hamilton-Jacobi-Bellman (HJB) equation | Robustness | Feedback control | Nonlinear systems | Equations | Adaptive critic designs | optimal robust guaranteed cost \hbox{control} | Uncertain nonlinear systems | Optimal robust guaranteed cost control | Adaptive/approximate dynamic programming (ADP) | Neural networks | optimal robust guaranteed cost control | DESIGN | FEEDBACK-CONTROL | ZERO-SUM GAMES | DYNAMIC-PROGRAMMING ALGORITHM | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | COMPUTER SCIENCE, CYBERNETICS | LEARNING CONTROL | TRACKING CONTROL | POLICY UPDATE | INPUT CONSTRAINTS | REINFORCEMENT | UNKNOWN DYNAMICS | Algorithms | Feedback | Artificial Intelligence | Computer Simulation | Models, Statistical | Nonlinear Dynamics | Neural Networks (Computer) | Optimization | Computer simulation | Mathematical analysis | Control systems | Online | Dynamical systems

adaptive/approximate dynamic programming (ADP) | Optimal control | neural networks | uncertain nonlinear systems | Cost function | Hamilton-Jacobi-Bellman (HJB) equation | Robustness | Feedback control | Nonlinear systems | Equations | Adaptive critic designs | optimal robust guaranteed cost \hbox{control} | Uncertain nonlinear systems | Optimal robust guaranteed cost control | Adaptive/approximate dynamic programming (ADP) | Neural networks | optimal robust guaranteed cost control | DESIGN | FEEDBACK-CONTROL | ZERO-SUM GAMES | DYNAMIC-PROGRAMMING ALGORITHM | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | COMPUTER SCIENCE, CYBERNETICS | LEARNING CONTROL | TRACKING CONTROL | POLICY UPDATE | INPUT CONSTRAINTS | REINFORCEMENT | UNKNOWN DYNAMICS | Algorithms | Feedback | Artificial Intelligence | Computer Simulation | Models, Statistical | Nonlinear Dynamics | Neural Networks (Computer) | Optimization | Computer simulation | Mathematical analysis | Control systems | Online | Dynamical systems

Journal Article

Neurocomputing, ISSN 0925-2312, 10/2017, Volume 260, pp. 432 - 442

In this paper, an adaptive tracking control scheme is designed for a class of continuous-time uncertain nonlinear systems based on the approximate solution of...

Hamilton-Jacobi-Bellman (HJB) equation | Uncertainties | Neural networks | Adaptive tracking control | Adaptive dynamic programming (ADP) | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | Convergence (Social sciences)

Hamilton-Jacobi-Bellman (HJB) equation | Uncertainties | Neural networks | Adaptive tracking control | Adaptive dynamic programming (ADP) | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | Convergence (Social sciences)

Journal Article

Optimal Control Applications and Methods, ISSN 0143-2087, 03/2018, Volume 39, Issue 2, pp. 835 - 844

Summary It is generally impossible to analytically solve the Hamilton‐Jacobi‐Bellman (HJB) equation of an optimal control system. With the coming of the...

tracking differentiator | Hamilton‐Jacobi‐Bellman | online | optimal | data‐driven | Hamilton function | Hamilton-Jacobi-Bellman | data-driven | MATHEMATICS, APPLIED | DISTURBANCE REJECTION CONTROL | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | NONLINEAR-SYSTEMS | DIFFERENTIATOR DESIGN | JACOBI-BELLMAN EQUATION | AUTOMATION & CONTROL SYSTEMS | Control systems | Models | Tracking | Differentiators | Computer simulation | Iterative methods | Neural networks | Optimal control

tracking differentiator | Hamilton‐Jacobi‐Bellman | online | optimal | data‐driven | Hamilton function | Hamilton-Jacobi-Bellman | data-driven | MATHEMATICS, APPLIED | DISTURBANCE REJECTION CONTROL | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | NONLINEAR-SYSTEMS | DIFFERENTIATOR DESIGN | JACOBI-BELLMAN EQUATION | AUTOMATION & CONTROL SYSTEMS | Control systems | Models | Tracking | Differentiators | Computer simulation | Iterative methods | Neural networks | Optimal control

Journal Article

IEEE Transactions on Automatic Control, ISSN 0018-9286, 10/2012, Volume 57, Issue 10, pp. 2490 - 2503

The solution of most nonlinear control problems hinges upon the solvability of partial differential equations or inequalities. In particular, disturbance...

Jacobian matrices | Asymptotic stability | Partial differential equations | Optimal control | {\cal L}_{2} -disturbance attenuation | Attenuation | Nonlinear systems | Equations | Hamilton-Jacobi-Bellman partial differential equation | optimal Control | nonlinear systems | cal L | disturbance attenuation | L-2-disturbance attenuation | INFINITY CONTROL | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Linear systems | Hamilton-Jacobi equations | Technology application | Usage | Innovations | Differential equations, Partial | Mathematical optimization | Studies | Inequality | Nonlinear dynamics | Construction | Approximation | Methodology | Mathematical analysis | Inequalities | Dynamical systems

Jacobian matrices | Asymptotic stability | Partial differential equations | Optimal control | {\cal L}_{2} -disturbance attenuation | Attenuation | Nonlinear systems | Equations | Hamilton-Jacobi-Bellman partial differential equation | optimal Control | nonlinear systems | cal L | disturbance attenuation | L-2-disturbance attenuation | INFINITY CONTROL | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Linear systems | Hamilton-Jacobi equations | Technology application | Usage | Innovations | Differential equations, Partial | Mathematical optimization | Studies | Inequality | Nonlinear dynamics | Construction | Approximation | Methodology | Mathematical analysis | Inequalities | Dynamical systems

Journal Article

Computational Optimization and Applications, ISSN 0926-6003, 11/2017, Volume 68, Issue 2, pp. 289 - 315

We address finding the semi-global solutions to optimal feedback control and the Hamilton–Jacobi–Bellman (HJB) equation. Using the solution of an HJB equation,...

Method of characteristics | Hamilton–Jacobi–Bellman equation | Sparse grid | Operations Research/Decision Theory | Convex and Discrete Geometry | Optimal feedback control | Mathematics | Operations Research, Management Science | Statistics, general | Rigid body attitude control | Optimization | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Hamilton-Jacobi-Bellman equation | STABILIZATION | SPACECRAFT | Economic models | Boundary value problems | Attitude control | Computation | Optimal control | Rigid-body dynamics | Control systems | Maximum principle | Feedback control | Nonlinear systems | Momentum wheels

Method of characteristics | Hamilton–Jacobi–Bellman equation | Sparse grid | Operations Research/Decision Theory | Convex and Discrete Geometry | Optimal feedback control | Mathematics | Operations Research, Management Science | Statistics, general | Rigid body attitude control | Optimization | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Hamilton-Jacobi-Bellman equation | STABILIZATION | SPACECRAFT | Economic models | Boundary value problems | Attitude control | Computation | Optimal control | Rigid-body dynamics | Control systems | Maximum principle | Feedback control | Nonlinear systems | Momentum wheels

Journal Article

SIAM Journal on Control and Optimization, ISSN 0363-0129, 2017, Volume 55, Issue 5, pp. 2981 - 3012

Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than those in which the delay...

Optimal control of stochastic delay equations | Second order Hamilton-Jacobi-Bellman equations in infinite dimension | Delay in the control | Lack of structure condition | Smoothing properties of transition semigroups | optimal control of stochastic delay equations | HILBERT-SPACES | MATHEMATICS, APPLIED | PARABOLIC EQUATIONS | STATE CONSTRAINTS | HAMILTON-JACOBI EQUATIONS | DIFFERENTIAL-EQUATIONS | HORIZON | lack of structure condition | second order Hamilton Jacobi Bellman equations in infinite dimension | delay in the control | REGULARITY | smoothing properties of transition semigroups | BELLMAN EQUATIONS | SYSTEMS | KOLMOGOROV EQUATIONS | AUTOMATION & CONTROL SYSTEMS

Optimal control of stochastic delay equations | Second order Hamilton-Jacobi-Bellman equations in infinite dimension | Delay in the control | Lack of structure condition | Smoothing properties of transition semigroups | optimal control of stochastic delay equations | HILBERT-SPACES | MATHEMATICS, APPLIED | PARABOLIC EQUATIONS | STATE CONSTRAINTS | HAMILTON-JACOBI EQUATIONS | DIFFERENTIAL-EQUATIONS | HORIZON | lack of structure condition | second order Hamilton Jacobi Bellman equations in infinite dimension | delay in the control | REGULARITY | smoothing properties of transition semigroups | BELLMAN EQUATIONS | SYSTEMS | KOLMOGOROV EQUATIONS | AUTOMATION & CONTROL SYSTEMS

Journal Article

Automatica, ISSN 0005-1098, 09/2014, Volume 50, Issue 9, pp. 2234 - 2244

This paper presents a sparse collocation method for solving the time-dependent Hamilton–Jacobi–Bellman (HJB) equation associated with the continuous-time...

Hamilton–Jacobi–Bellman equation | Collocation method | Adaptive dynamic programming | Splines | Optimal feedback control | collocation method | optimal control | adaptive dynamic programming | Hamilton-Jacobi-Bellman equation | multivariate splines | NUMERICAL-SOLUTION | SYSTEMS | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Control systems | Algorithms | Mechanical engineering | Methods | Aerospace engineering

Hamilton–Jacobi–Bellman equation | Collocation method | Adaptive dynamic programming | Splines | Optimal feedback control | collocation method | optimal control | adaptive dynamic programming | Hamilton-Jacobi-Bellman equation | multivariate splines | NUMERICAL-SOLUTION | SYSTEMS | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Control systems | Algorithms | Mechanical engineering | Methods | Aerospace engineering

Journal Article

Computers and Mathematics with Applications, ISSN 0898-1221, 05/2017, Volume 73, Issue 9, pp. 1932 - 1944

A fast preconditioned policy iteration method is proposed for the Hamilton–Jacobi–Bellman (HJB) equation involving tempered fractional order partial...

Unconditional stability | Hamilton–Jacobi–Bellman equation | American options | Preconditioner | Tempered fractional derivative | NUMERICAL-METHODS | MATHEMATICS, APPLIED | Hamilton-Jacobi-Bellman equation | RETURNS | DIFFUSION-MODELS | Valuation | Analysis | Methods

Unconditional stability | Hamilton–Jacobi–Bellman equation | American options | Preconditioner | Tempered fractional derivative | NUMERICAL-METHODS | MATHEMATICS, APPLIED | Hamilton-Jacobi-Bellman equation | RETURNS | DIFFUSION-MODELS | Valuation | Analysis | Methods

Journal Article

Applied Numerical Mathematics, ISSN 0168-9274, 09/2020, Volume 155, pp. 192 - 207

The Dynamic Programming approach allows to compute a feedback control for nonlinear problems, but suffers from the curse of dimensionality. The computation of...

Error estimates | Model order reduction | Tree structure | Hamilton-Jacobi-Bellman equation | Proper Orthogonal Decomposition | Optimal control

Error estimates | Model order reduction | Tree structure | Hamilton-Jacobi-Bellman equation | Proper Orthogonal Decomposition | Optimal control

Journal Article

Applied Mathematics Letters, ISSN 0893-9659, 02/2016, Volume 52, pp. 53 - 57

In this work we present a result on the non-existence of monotone, consistent linear discrete approximation of order higher than 2. This is an essential...

Monotone numerical schemes | Order of consistency | Hamilton–Jacobi–Bellman equation | Hamilton-Jacobi-Bellman equation | MATHEMATICS, APPLIED | FINANCE | PDES

Monotone numerical schemes | Order of consistency | Hamilton–Jacobi–Bellman equation | Hamilton-Jacobi-Bellman equation | MATHEMATICS, APPLIED | FINANCE | PDES

Journal Article

The Annals of Applied Probability, ISSN 1050-5164, 8/2015, Volume 25, Issue 4, pp. 2301 - 2338

We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton–Jacobi–Bellman (HJB) type associated to stochastic control problem,...

Backward stochastic differential equations | Nonlinear degenerate PDE | Hamilton-Jacobi-Bellman equation | Discrete time approximation | Optimal control | Sample | discrete time approximation | ALGORITHM | optimal control | backward stochastic differential equations | CONVERGENCE | STATISTICS & PROBABILITY | nonlinear degenerate PDE | SCHEMES | Mathematics - Probability | Probability | Mathematics | Hamilton–Jacobi–Bellman equation | 60J75 | 65C99 | 49L25

Backward stochastic differential equations | Nonlinear degenerate PDE | Hamilton-Jacobi-Bellman equation | Discrete time approximation | Optimal control | Sample | discrete time approximation | ALGORITHM | optimal control | backward stochastic differential equations | CONVERGENCE | STATISTICS & PROBABILITY | nonlinear degenerate PDE | SCHEMES | Mathematics - Probability | Probability | Mathematics | Hamilton–Jacobi–Bellman equation | 60J75 | 65C99 | 49L25

Journal Article

ESAIM: Mathematical Modelling and Numerical Analysis, ISSN 0764-583X, 2018, Volume 52, Issue 1, pp. 69 - 97

In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton Jacobi Bellman (HJB) equations. Our approach follows...

Monotone schemes | High-order schemes | Second order Hamilton-Jacobi-Bellman equations | Backward difference formulae | Viscosity solutions | MATHEMATICS, APPLIED | PARABOLIC EQUATIONS | PDES | FINITE-ELEMENT METHODS | HAMILTON-JACOBI EQUATIONS | second order Hamilton-Jacobi-Bellman equations | PORTFOLIO SELECTION | high-order schemes | MONOTONE | backward difference formulae | CONVERGENT DIFFERENCE-SCHEMES | viscosity solutions | APPROXIMATION SCHEMES | Backward differencing | Time dependence | Partial differential equations | Convergence

Monotone schemes | High-order schemes | Second order Hamilton-Jacobi-Bellman equations | Backward difference formulae | Viscosity solutions | MATHEMATICS, APPLIED | PARABOLIC EQUATIONS | PDES | FINITE-ELEMENT METHODS | HAMILTON-JACOBI EQUATIONS | second order Hamilton-Jacobi-Bellman equations | PORTFOLIO SELECTION | high-order schemes | MONOTONE | backward difference formulae | CONVERGENT DIFFERENCE-SCHEMES | viscosity solutions | APPROXIMATION SCHEMES | Backward differencing | Time dependence | Partial differential equations | Convergence

Journal Article

Mathematical Control and Related Fields, ISSN 2156-8472, 2012, Volume 2, Issue 3, pp. 271 - 329

A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable...

Equilibrium hamilton-jacobi-bellman equation | Equilibrium value function | Time-inconsistent optimal control problem | Forward-backward stochastic differential equation | MATHEMATICS | MATHEMATICS, APPLIED | VOLTERRA INTEGRAL-EQUATIONS | forward-backward stochastic differential equation | PREFERENCES | GAMES | ECONOMIES | equilibrium value function | equilibrium Hamilton-Jacobi-Bellman equation

Equilibrium hamilton-jacobi-bellman equation | Equilibrium value function | Time-inconsistent optimal control problem | Forward-backward stochastic differential equation | MATHEMATICS | MATHEMATICS, APPLIED | VOLTERRA INTEGRAL-EQUATIONS | forward-backward stochastic differential equation | PREFERENCES | GAMES | ECONOMIES | equilibrium value function | equilibrium Hamilton-Jacobi-Bellman equation

Journal Article

Bulletin of the Brazilian Mathematical Society, New Series, ISSN 1678-7544, 3/2016, Volume 47, Issue 1, pp. 51 - 64

We propose a computational approach for the solution of an optimal control problem governed by the wave equation. We aim at obtaining approximate feedback laws...

Hamilton-Jacobi-Bellman equation | Theoretical, Mathematical and Computational Physics | feedback control | wave equation | Secondary: 49L20, 93B52 | dynamic programming | Mathematics, general | optimal control | Mathematics | Primary: 49J20, 49N35, 78M34 | Proper Orthogonal Decomposition | MATHEMATICS | CONTROLLERS

Hamilton-Jacobi-Bellman equation | Theoretical, Mathematical and Computational Physics | feedback control | wave equation | Secondary: 49L20, 93B52 | dynamic programming | Mathematics, general | optimal control | Mathematics | Primary: 49J20, 49N35, 78M34 | Proper Orthogonal Decomposition | MATHEMATICS | CONTROLLERS

Journal Article

ISA Transactions, ISSN 0019-0578, 06/2018, Volume 77, pp. 188 - 200

The present paper is concerned with the design and experimental evaluation of optimal control laws for the nonlinear attitude dynamics of a multirotor aerial...

Multirotor Aerial Vehicles | Attitude control | Hamilton-Jacobi-Bellman equation | Optimal control | QUADROTOR | DESIGN | FEEDBACK-CONTROL | POSITION | INSTRUMENTS & INSTRUMENTATION | ENGINEERING, MULTIDISCIPLINARY | SYSTEMS | HELICOPTER | AUTOMATION & CONTROL SYSTEMS | Control systems | Analysis

Multirotor Aerial Vehicles | Attitude control | Hamilton-Jacobi-Bellman equation | Optimal control | QUADROTOR | DESIGN | FEEDBACK-CONTROL | POSITION | INSTRUMENTS & INSTRUMENTATION | ENGINEERING, MULTIDISCIPLINARY | SYSTEMS | HELICOPTER | AUTOMATION & CONTROL SYSTEMS | Control systems | Analysis

Journal Article

Finance and Stochastics, ISSN 0949-2984, 2015, Volume 19, Issue 2, pp. 415 - 448

This paper deals with an investment-consumption portfolio problem when the current utility depends also on the wealth process. Such problems arise e.g. in...

Hamilton–Jacobi–Bellman equation | Duality | Investment–consumption problem | Optimal stochastic control | Regularity of viscosity solutions | RISK | STATISTICS & PROBABILITY | ASSET | Investment-consumption problem | HORIZON | BUSINESS, FINANCE | DECISIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | Hamilton-Jacobi-Bellman equation | MODELS | CONSTRAINTS | SOCIAL SCIENCES, MATHEMATICAL METHODS | PORTFOLIO | CONSUMPTION | Investment analysis | Studies | Financial analysis

Hamilton–Jacobi–Bellman equation | Duality | Investment–consumption problem | Optimal stochastic control | Regularity of viscosity solutions | RISK | STATISTICS & PROBABILITY | ASSET | Investment-consumption problem | HORIZON | BUSINESS, FINANCE | DECISIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | Hamilton-Jacobi-Bellman equation | MODELS | CONSTRAINTS | SOCIAL SCIENCES, MATHEMATICAL METHODS | PORTFOLIO | CONSUMPTION | Investment analysis | Studies | Financial analysis

Journal Article

Computers and Mathematics with Applications, ISSN 0898-1221, 2011, Volume 61, Issue 4, pp. 901 - 907

This paper presents a numerical algorithm based on a variational iterative approximation for the Hamilton–Jacobi–Bellman equation, and a domain decomposition...

Hamilton–Jacobi–Bellman equation | Monotone convergence | Iterative algorithm | Quasivariational inequality system | Hamilton-Jacobi-Bellman equation | MATHEMATICS, APPLIED | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | Approximation | Numerical analysis | Mathematical analysis | Mathematical models | Computational efficiency | Iterative methods | Domain decomposition | Convergence

Hamilton–Jacobi–Bellman equation | Monotone convergence | Iterative algorithm | Quasivariational inequality system | Hamilton-Jacobi-Bellman equation | MATHEMATICS, APPLIED | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | Approximation | Numerical analysis | Mathematical analysis | Mathematical models | Computational efficiency | Iterative methods | Domain decomposition | Convergence

Journal Article

SIAM Journal on Control and Optimization, ISSN 0363-0129, 2010, Volume 48, Issue 8, pp. 4910 - 4937

We study a class of optimal control problems with state constraints, where the state equation is a differential equation with delays. This class includes some...

Hamilton-Jacobi-Bellman equation | Regularity | Optimal control | Delay equations | Viscosity solutions | delay equations | BOUNDARY CONTROL-PROBLEMS | HILBERT-SPACES | MATHEMATICS, APPLIED | optimal control | HAMILTON-JACOBI EQUATIONS | TIME-TO-BUILD | viscosity solutions | regularity | AUTOMATION & CONTROL SYSTEMS | Studies | Economics | Closed loop systems | Differential equations

Hamilton-Jacobi-Bellman equation | Regularity | Optimal control | Delay equations | Viscosity solutions | delay equations | BOUNDARY CONTROL-PROBLEMS | HILBERT-SPACES | MATHEMATICS, APPLIED | optimal control | HAMILTON-JACOBI EQUATIONS | TIME-TO-BUILD | viscosity solutions | regularity | AUTOMATION & CONTROL SYSTEMS | Studies | Economics | Closed loop systems | Differential equations

Journal Article