A supporting hyperplane derivation of the Hamilton-Jacobi-Bellman equation of dynamic programming

DOI10.1016/0022-247X(80)90304-2MaRDI QIDQ1142432zbMATH OpenFDO

Authors R. M. Lewis

Publication date 1980

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(80)90304-2

zbMATH Keywords

nonlinear relaxed optimal control problems

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20)

Cites work

• A Necessary and Sufficient Condition for Optimality of Dynamic Programming Type, Making No a Priori Assumptions on the Controls
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3283642 (Why is no real title available?)
• Investigation of the smoothness properties of the Bellman function in terms of the equation of motion of a system in optimum response problems. II: Nonlinear case
• New Representation Theorems for Consistent Flows
• On sensitivity in an optimal control problem
• Relaxation of optimal control problems to equivalent convex programs
• Sufficiency Theorem for Discontinuous Optimal Cost Surfaces
• The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control

Cited in

(1)

• Relaxation of optimal control problems to equivalent convex programs

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