Convex control problems for hereditary systems (Q1198718)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex control problems for hereditary systems |
scientific article |
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Convex control problems for hereditary systems (English)
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16 January 1993
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In this interesting paper the author studies regularity properties (continuity, convexity) of the so-called variational solution to a H-J equation. This solution is the value function of a control problem governed by a differential-difference equation. What is more, the solution is expressed in terms of the variational solution to a dual H-J equation. In a special case, the corresponding Riccati equations are derived.
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variational method
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hereditary system
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H-J equation
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Riccati equations
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