The Relationship between the Maximum Principle and Dynamic Programming

From MaRDI portal
Revision as of 13:29, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3784713

DOI10.1137/0325071zbMath0642.49014OpenAlexW2092078242MaRDI QIDQ3784713

Frank H. Clarke, Richard B. Vinter

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325071




Related Items (46)

Second-Order Sensitivity Relations and Regularity of the Value Function for Mayer's Problem in Optimal ControlCoextremals and the value function for control problems with data measurable in timeConjugate Times and Regularity of the Minimum Time Function with Differential InclusionsOn relations of the adjoint state to the value function for optimal control problems with state constraintsValue Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach SpacesOptimal trajectories associated with a solution of the contingent Hamilton-Jacobi equationThe method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimizationMaximum principle, dynamic programming and their connection in deterministic controlInitialization of the shooting method via the Hamilton-Jacobi-Bellman approachValue function, relaxation, and transversality conditions in infinite horizon optimal controlAsymptotic approach on conjugate points for minimal time bang-bang controlsDynamic programming principle of control systems on manifolds and its relations to maximum principleOptimal control approaches for open pit planningOptimal control and applications to aerospace: some results and challengesUnnamed ItemReflections on optimality and dynamic programmingAn approach to solving optimal control problems of nonlinear systems by introducing detail-reward mechanism in deep reinforcement learningRelationship between the maximum principle and dynamic programming for minimax problemsOn the Set of Points of Smoothness for the Value Function of Affine Optimal Control ProblemsRelationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systemsIntegral global optimization method for differential games with application to pursuit-evasion gamesOn analytical solutions of matrix Riccati equationsApplications of variable discounting dynamic programming to iterated function systems and related problemsSome old traditions in mathematics and in mathematical educationThe turnpike property in finite-dimensional nonlinear optimal controlAlgorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equationsRemarks on optimal controls of stochastic partial differential equationsThe Isaacs equation for differential games, totally optimal fields of trajectories and related problemsContinuity of Pontryagin Extremals with Respect to Delays in Nonlinear Optimal ControlQualitative properties of trajectories of control systems: a surveyA Fokker-Planck control framework for stochastic systemsValue function for regional control problems via dynamic programming and Pontryagin maximum principleDifferential equations. Transl. from the RussianValue functions and transversality conditions for infinite-horizon optimal control problemsBoundary regularity of reachable sets of control systemsA note on the value function for constrained control problemsOn the regularity of the boundary of the integral funnel of a differential inclusionRegularity along optimal trajectories of the value function of a Mayer problemValue Functions and Transversality Conditions for Infinite Horizon Optimal Control ProblemsA bilinear control problem solved by the fractional step schemeSemiconcavity and sensitivity analysis in mean-field optimal control and applicationsThe dynamic programming approach to multi-model robust optimizationRelationship between maximum principle and dynamic programming in presence of intermediate and final state constraintsSensitivity relations for the Mayer problem with differential inclusionsImproved sensitivity relations in state constrained optimal controlNonsmooth maximum principle for infinite-horizon problems







This page was built for publication: The Relationship between the Maximum Principle and Dynamic Programming