The Relationship Between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities (Q4377394)

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scientific article; zbMATH DE number 1116133
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The Relationship Between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities
scientific article; zbMATH DE number 1116133

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    The Relationship Between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities (English)
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    9 February 1998
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    optimal control
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    dual extremal arc
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    value function
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    parabolic variational inequality
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    optimality conditions
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    dynamic programming
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    feedback law
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    infinite dimensional Bolza problem
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