A proof of Pontryagin's minimum principle using dynamic programming (Q1206934): Difference between revisions

The author proves the Pontryagin's Minimum Principle for a fixed-time optimal control problem without end-point constraints using a dynamic programming approach. The proof replaces the result which states that the value function is a continuous viscosity subsolution of the Hamilton- Jacobi-Bellman equation by two other results. It is pointed out that his proof is easier than others known in the literature.