In the dynamic programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …

In the Dynamic Programming approach to optimal control problems a crucial role is played
by the value function that is characterized as the unique viscosity solution of a Hamilton …

Abstract The classical Dynamic Programming (DP) approach to optimal control problems is
based on the characterization of the value function as the unique viscosity solution of a …

The classical dynamic programming (DP) approach to optimal control problems is based on
the characterization of the value function as the unique viscosity solution of a Hamilton …

We consider the general continuous time finite-dimensional deterministic system under a
finite horizon cost functional. Our aim is to calculate approximate solutions to the optimal …

We introduce a new numerical method to approximate the solution of a finite horizon
deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising …

In this article, we study an infinite horizon optimal control problem with monotone controls.
We analyze the associated Hamilton–Jacobi–Bellman (HJB) variational inequality which …

In this article we study a finite horizon optimal control problem with monotone controls. We
consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the …

Solving optimal control problems via Dynamic Programming is a difficult task that suffers for
the” curse of dimensionality”. This limitation has reduced its practical impact in real world …

In this paper we get error bounds for fully discrete approximations of infinite horizon
problems via the dynamic programming approach. It is well known that, considering a time …