Viability Solutions to Hamilton–Jacobi–Bellman Equations

Jean-Pierre Aubin (), Alexandre M. Bayen () and Patrick Saint-Pierre ()
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Jean-Pierre Aubin: VIMADES
Alexandre M. Bayen: University of California at Berkeley, Electrical Engineering and Computer Sciences Civil and Environmental Engineering
Patrick Saint-Pierre: Université Paris Dauphine LEDA-SDFi

Chapter Chapter 17 in Viability Theory, 2011, pp 681-709 from Springer

Abstract: Abstract We summarized the main results of the Hamilton-Jacobi-Bellman strategy to study intertemporalo ptimization in the “optimalco ntrol survival kit”, Sect. 4.11, p. 168. Chapters 4, p. 125 and 14, p. 525 and Sects. 15.3, p. 527 and 15.4, p. 542 provided many examples of value functions of a series of optimization problems over state-control pairs solutions to control systems which were characterized in terms of viability kernels and capture basins of auxiliary systems, which we referred to as viability episolutions.

Keywords: Optimal Control Problem; Bellman Equation; Viability Solution; Extended Function; Valuation Function (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-3-642-16684-6_17

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