A proof of Pontryagin's minimum principle using dynamic programming (Q1206934): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A proof of Pontryagin's minimum principle using dynamic programming |
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A proof of Pontryagin's minimum principle using dynamic programming (English)
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1 April 1993
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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.
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Pontryagin's Minimum Principle
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fixed-time optimal control
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continuous viscosity subsolution
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Hamilton-Jacobi-Bellman equation
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