The Relationship Between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities
Publication:4377394
DOI10.1137/S0363012994198585zbMath0906.49016MaRDI QIDQ4377394
No author found.
Publication date: 9 February 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
optimal controldynamic programmingoptimality conditionsvalue functionparabolic variational inequalityfeedback lawdual extremal arcinfinite dimensional Bolza problem
Optimality conditions for problems involving partial differential equations (49K20) Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85)
Related Items (5)
This page was built for publication: The Relationship Between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities