New results on the relationship between dynamic programming and the maximum principle (Q1110087): Difference between revisions
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Revision as of 18:20, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New results on the relationship between dynamic programming and the maximum principle |
scientific article |
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New results on the relationship between dynamic programming and the maximum principle (English)
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1988
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The author obtains some new results related to the connection between the maximum principle and the dynamic programming equation, named Hamilton- Jacobi equation, for a class of optimal control problems. The results are expressed in terms of the generalized gradient (in the sense of Clarke) of the value function V for a large class of nonsmooth problems.
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maximum principle
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dynamic programming equation
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Hamilton-Jacobi equation
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optimal control problems
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generalized gradient
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