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A review from the PDE viewpoint of Hamil...

Katzourakis, Nikos...

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A review from the PDE viewpoint of Hamilton-Jacobi-Bellman Equations Arising in Optimal Control with Vectorial Cost by Katzourakis, Nikos ( Author )

Content Provider	Lemonjar Open Access
Publisher	Australian National University
Publication Date	06-09-2023
Summary	This paper is a review of results on Optimisation which are perhaps not so standard in the PDE realm. To this end, we consider the problem of deriving the PDEs associated to the optimal control of a system of either ODEs or SDEs with respect to a vector-valued cost functional. Optimisation is considered with respect to a partial ordering generated by a given cone. Since in the vector case minima may not exist, we define vectorial value functions as (Pareto) minimals of the ordering. Our main objective is the derivation of the model PDEs which turn out to be parametric families of HJB single equations instead of systems of PDEs. However, this allows the use of the theory of Viscosity Solutions.
ISBN	-
Item Type	Article
File Type	pdf
File Size	29.34 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	http://arxiv.org/abs/1409.8648

Citation

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AMA 11th EditionReferences

Katzourakis, Nikos. A review from the PDE viewpoint of Hamilton-Jacobi-Bellman Equations Arising in Optimal Control with Vectorial Cost. Australian National University. September 06, 2023. Accessed September 20, 2024. https://online.provdatabase.com/cite/23624

APA 7th EditionReferences

Katzourakis, Nikos. (2023). A review from the PDE viewpoint of Hamilton-Jacobi-Bellman Equations Arising in Optimal Control with Vectorial Cost. Australian National University. https://online.provdatabase.com/cite/23624

Chicago 17th EditionReferences

HarvardReferences

Katzourakis, Nikos. (2023). A review from the PDE viewpoint of Hamilton-Jacobi-Bellman Equations Arising in Optimal Control with Vectorial Cost. [Online]. Australian National University. Available from: https://online.provdatabase.com/cite/23624. (Accessed 20 September 2024).

Harvard AustraliaReferences

Katzourakis, Nikos, 2023, A review from the PDE viewpoint of Hamilton-Jacobi-Bellman Equations Arising in Optimal Control with Vectorial Cost, Australian National University, viewed 20 September 2024, <https://online.provdatabase.com/cite/23624>

MLA 9th EditionWorks Cited

Katzourakis, Nikos. A review from the PDE viewpoint of Hamilton-Jacobi-Bellman Equations Arising in Optimal Control with Vectorial Cost. Australian National University, 2023. PROV Database, https://online.provdatabase.com/cite/23624.

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