Add to ORKGA one-dimensional in¯nite horizon deterministic singular optimal control problem with controls taking values in a closed cone in R leads to a dynamic programming equation of the form: max _F1(x; v; v0); F2(x; v; v0) = 0; 8x 2 R; which is called the Hamilton Jacobi Bellman(HJB) equation that the value function must satisfy. In this paper we ¯nd explicitly the value function for an in¯nite horizon deterministic optimal control problem
Optimal control problems are often solved exploiting the solution of the so-called Hamilton-Jacobi-B...
Abstract We consider the general continuous time finite-dimensional deterministic system under a fin...
In the present paper, we consider nonlinear optimal control problems with constraints on the state ...
In this present work, we develop the idea of the dynamic programming ap-proach. The main observation...
This is the second of two papers on boundary optimal control problems with linear state equation and...
In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose con...
Also Preprint arXiv:2304.10342International audienceWe introduce a new numerical method to approxima...
In the present paper, we consider nonlinear optimal control problems with constraints on the state o...
We present methods for locally solving the Dynamic Programming Equations (DPE) and the Hami...
This is the first of two papers on boundary optimal control problems with linear state equation and ...
Abstract. We consider the problem of optimally controlling a system of ei-ther ODEs or SDEs with res...
AbstractA wide class of nonlinear relaxed optimal control problems are shown to be equivalent to con...
An approximation of the Hamilton-Jacobi-Bellman equation connected with the infinite horizon optimal...
We study a minimax optimal control problem with finite horizon and additive final cost. After introd...
We study a minimax optimal control problem with finite horizon and additive final cost. After introd...
Optimal control problems are often solved exploiting the solution of the so-called Hamilton-Jacobi-B...
Abstract We consider the general continuous time finite-dimensional deterministic system under a fin...
In the present paper, we consider nonlinear optimal control problems with constraints on the state ...
In this present work, we develop the idea of the dynamic programming ap-proach. The main observation...
This is the second of two papers on boundary optimal control problems with linear state equation and...
In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose con...
Also Preprint arXiv:2304.10342International audienceWe introduce a new numerical method to approxima...
In the present paper, we consider nonlinear optimal control problems with constraints on the state o...
We present methods for locally solving the Dynamic Programming Equations (DPE) and the Hami...
This is the first of two papers on boundary optimal control problems with linear state equation and ...
Abstract. We consider the problem of optimally controlling a system of ei-ther ODEs or SDEs with res...
AbstractA wide class of nonlinear relaxed optimal control problems are shown to be equivalent to con...
An approximation of the Hamilton-Jacobi-Bellman equation connected with the infinite horizon optimal...
We study a minimax optimal control problem with finite horizon and additive final cost. After introd...
We study a minimax optimal control problem with finite horizon and additive final cost. After introd...
Optimal control problems are often solved exploiting the solution of the so-called Hamilton-Jacobi-B...
Abstract We consider the general continuous time finite-dimensional deterministic system under a fin...
In the present paper, we consider nonlinear optimal control problems with constraints on the state ...