About: Dynamic programming method

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Attributs	Valeurs
type	Concept
skos:inScheme	MSC 2010
broader concept	Hamilton-Jacobi theories, including dynamic programming
skos:prefLabel	Dynamic programming method Metodi di programmazione dinamica 动态规划方法
skos:exactMatch	http://msc2010.org/resources/MSC/1991/49L20 http://msc2010.org/resources/MSC/2000/49L20
skos:notation	49L20
is rdfs:seeAlso of	Dynamic programming
is Subject of	Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory Exponential convergence for a convexifying equation Value functions for Bolza problems with discontinuous Lagrangians and Hamilton-Jacobi inequalities Viscosity solutions for an optimal control problem with Preisach hysteresis nonlinearities Interior sphere property for level sets of the value function of an exit time problem Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control Approximation of the pareto optimal set for multiobjective optimal control problems using viability kernels Approximation of the Snell Envelope and American Options Prices in dimension one Regularity along optimal trajectories of the value function of a Mayer problem Stochastic differential games involving impulse controls On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations Continuous time mean-variance portfolio optimization through the mean field approach A deterministic affine-quadratic optimal control problem Numerical procedure to approximate a singular optimal control problem Decomposition of large-scale stochastic optimal control problems Degenerate Eikonal equations with discontinuous refraction index Dynamic programming principle for stochastic recursive optimal control problem with delayed systems A Bellman approach for two-domains optimal control problems in ℝ N Optimal control of a stochastic heat equation with boundary-noise and boundary-control A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations On asymptotic exit-time control problems lacking coercivity The effect of the terminal penalty in Receding Horizon Control for a class of stabilization problems Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise Optimal control on graphs: existence, uniqueness, and long-term behavior Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints Convergence of the natural p-means for the p-Laplacian Continuity of the value function for deterministic optimal impulse control with terminal state constraint Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers Dynamic programming and optimal control for vector-valued functions: A state-of-the-art review Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion Unbounded viscosity solutions of hybrid control systems Linearization techniques for $\mathbb{L}^{\infty}$-control problems and dynamic programming principles in classical and $\mathbb{L}^{\infty}$-control problems Integer optimal control problems with total variation regularization: Optimality conditions and fast solution of subproblems Semigeodesics and the minimal time function Deterministic minimax impulse control in finite horizon: the viscosity solution approach A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation A semi-Lagrangian algorithm in policy space for hybrid optimal control problems Flux-limited and classical viscosity solutions for regional control problems A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the Mortensen observer On the time discretization of stochastic optimal control problems: The dynamic programming approach Junction conditions for finite horizon optimal control problems on multi-domains with continuous and discontinuous solutions Hamilton-Jacobi equations for optimal control on networks with entry or exit costs On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem
is narrower concept of	Hamilton-Jacobi theories, including dynamic programming
is http://msc2010.org...0/msc2010#seeAlso of	Dynamic programming
is skos:semanticRelation of	Dynamic programming

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