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Revision as of 15:53, 19 February 2024

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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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