A proof of Pontryagin's minimum principle using dynamic programming (Q1206934): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Ştefan Mirică / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Gheorghe Aniculăesei / rank | |||
Normal rank | |||
Revision as of 15:53, 19 February 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
