G

GOLDYS B.

Last name: GOLDYS B.

2011 (v1)

Publication

Metadata-only

HJB equations for the optimal control of differential equations with delays and state constraints, ii: Verification and optimal feedbacks

Federico S. Goldys B. Gozzi F.

This paper, which is the natural continuation of part I [S. Federico, B. Goldys, and F. Gozzi, SIAM J. Control Optim., 48 (2010), pp. 4910-4937], studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. In part I the problem is embedded in a suitable Hilbert space H and...

Uploaded on: April 14, 2023
2010 (v1)

Publication

Metadata-only

HJB equations for the optimal control of differential equations with delays and state constraints, I: Regularity of viscosity solutions

Federico S. Goldys B. Gozzi F.

We study a class of optimal control problems with state constraints, where the state equation is a differential equation with delays. This class includes some problems arising in economics, in particular, the so-called models with time to build; see [P. K. Asea and P. J. Zak, J. Econom. Dynam. Control, 23 (1999), pp. 1155-1175; M. Bambi, J....

Uploaded on: April 14, 2023