Construction of optimal feedback controls (Q1176600): Difference between revisions

The authors give an algorithm for constructing an optimal process (i.e., an optimal control and the corresponding optimal state) from a given solution to the Hamilton-Jacobi-Bellman equation associated with an optimal control problem, as a limit of processes with piecewise constant controls. The hypotheses involved are expressed directly in terms of the data. A related algorithm was proposed by \textit{L. D. Berkovitz} [SIAM J. Control Optimization 27, No. 5, 991-1006 (1989; Zbl 0684.49008)], but the hypotheses are of a somewhat implicit nature.