On the convexity of the value function in Bayesian optimal control problems

Yaw Nyarko

doi:10.1007/bf01221207

On the convexity of the value function in Bayesian optimal control problems

Economic Theory ◽

10.1007/bf01221207 ◽

1994 ◽

Vol 4 (2) ◽

pp. 303-309 ◽

Cited By ~ 2

Author(s):

Yaw Nyarko

Keyword(s):

Optimal Control ◽

Value Function ◽

Optimal Control Problems ◽

Control Problems ◽

The Value Function

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On the value function for optimal control problems with infinite horizon

PAMM ◽

10.1002/1617-7061(200203)1:1<95::aid-pamm95>3.0.co;2-c ◽

2002 ◽

Vol 1 (1) ◽

pp. 95

Author(s):

A. Leitão

Keyword(s):

Optimal Control ◽

Value Function ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

The Value Function

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The connection between the maximum principle and the value function for optimal control problems under state constraints

2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) ◽

10.1109/cdc.2004.1428798 ◽

2004 ◽

Cited By ~ 3

Author(s):

A. Cernea ◽

H. Frankowska

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

State Constraints ◽

Value Function ◽

Optimal Control Problems ◽

Control Problems ◽

The Maximum Principle ◽

The Value Function

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The Value Function as a Solution of Hamiltonian Systems in Linear Optimal Control Problems with Infinite Horizon⋆

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.00835 ◽

2011 ◽

Vol 44 (1) ◽

pp. 13392-13397

Author(s):

Alexander Tarasyev ◽

Anastasya Usova

Keyword(s):

Optimal Control ◽

Hamiltonian Systems ◽

Value Function ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Linear Optimal Control ◽

Linear Optimal Control Problems ◽

The Value Function

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Convergence of the Value Function in Optimal Control Problems with Unknown Dynamics

10.23919/ecc54610.2021.9655079 ◽

2021 ◽

Author(s):

Andrea Pesare ◽

Michele Palladino ◽

Maurizio Falcone

Keyword(s):

Optimal Control ◽

Value Function ◽

Optimal Control Problems ◽

Control Problems ◽

The Value Function

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Properties of the value function in optimal control problems with infinite horizon

Vestnik Udmurtskogo Universiteta Matematika Mekhanika Komp yuternye Nauki ◽

10.20537/vm160101 ◽

2016 ◽

Vol 26 (1) ◽

pp. 3-14 ◽

Cited By ~ 8

Author(s):

A.L. Bagno ◽

◽

A.M. Tarasyev ◽

Keyword(s):

Optimal Control ◽

Value Function ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

The Value Function

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On the value function for nonautonomous optimal control problems with infinite horizon

Systems & Control Letters ◽

10.1016/j.sysconle.2006.08.011 ◽

2007 ◽

Vol 56 (3) ◽

pp. 188-196 ◽

Cited By ~ 44

Author(s):

J. Baumeister ◽

A. Leitão ◽

G.N. Silva

Keyword(s):

Optimal Control ◽

Value Function ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

The Value Function

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Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems

Numerical Functional Analysis and Optimization ◽

10.1080/01630563.2021.1929318 ◽

2021 ◽

pp. 1-24

Author(s):

N. T. Toan ◽

L. Q. Thuy

Keyword(s):

Optimal Control ◽

Value Function ◽

Optimal Control Problems ◽

Control Problems ◽

Discrete Optimal Control ◽

The Value Function

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Continuous Dependence of the Value Function on a Class of One-Dimensional Autonomous Optimal Control Problems and Existence of Solutions

Indian Journal of Pure and Applied Mathematics ◽

10.1007/s13226-019-0323-x ◽

2019 ◽

Vol 50 (1) ◽

pp. 269-281

Author(s):

M’hamed Kesri

Keyword(s):

Optimal Control ◽

Continuous Dependence ◽

Value Function ◽

Optimal Control Problems ◽

Existence Of Solutions ◽

Control Problems ◽

One Dimensional ◽

The Value Function

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Lipschitz continuity of the value function in mixed-integer optimal control problems

Mathematics of Control Signals and Systems ◽

10.1007/s00498-016-0183-4 ◽

2016 ◽

Vol 29 (1) ◽

Cited By ~ 2

Author(s):

Martin Gugat ◽

Falk M. Hante

Keyword(s):

Optimal Control ◽

Value Function ◽

Optimal Control Problems ◽

Lipschitz Continuity ◽

Mixed Integer ◽

Control Problems ◽

The Value Function

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Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations

Optimization ◽

10.1080/02331934.2018.1476514 ◽

2018 ◽

Vol 67 (9) ◽

pp. 1461-1485 ◽

Cited By ~ 1

Author(s):

Roberto Guglielmi ◽

Karl Kunisch

Keyword(s):

Optimal Control ◽

Sensitivity Analysis ◽

Value Function ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Infinite Dimensional ◽

The Value Function

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