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Viability Solutions to Hamilton–Jacobi–Bellman Equations

In: Viability Theory

Author

Listed:
  • 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)

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.

Suggested Citation

  • Jean-Pierre Aubin & Alexandre M. Bayen & Patrick Saint-Pierre, 2011. "Viability Solutions to Hamilton–Jacobi–Bellman Equations," Springer Books, in: Viability Theory, chapter 0, pages 681-709, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-16684-6_17
    DOI: 10.1007/978-3-642-16684-6_17
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