A proof of Pontryagin's minimum principle using dynamic programming (Q1206934): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0022-247x(92)90033-a / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2152367833 / rank | |||
Normal rank | |||
Latest revision as of 08:44, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A proof of Pontryagin's minimum principle using dynamic programming |
scientific article |
Statements
A proof of Pontryagin's minimum principle using dynamic programming (English)
0 references
1 April 1993
0 references
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.
0 references
Pontryagin's Minimum Principle
0 references
fixed-time optimal control
0 references
continuous viscosity subsolution
0 references
Hamilton-Jacobi-Bellman equation
0 references
0 references
