The principal Hamiltonian function and optimality conditions (Q1116089)
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English | The principal Hamiltonian function and optimality conditions |
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The principal Hamiltonian function and optimality conditions (English)
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1988
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An analytical mechanics approach to optimal control problems has first been devised by \textit{B. S. Razumihin} [Avtom. Telemekh. 1976, No.2, 31-43 (1976; Zbl 0334.49027); English translation in Avtom. Remote Control 37, 148-159 (1976)]. In the paper under review, the same approach is adopted in order to derive Hamilton-Jacobi and Isaacs-Bellman equations. The Rozonoer function and the Krotov optimality principle [see \textit{R. Gabasov} and \textit{F. M. Kirillova}, Fundamentals of dynamic programming (Russian) (1975; Zbl 0317.49029)] are discussed within this framework.
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Isaacs-Bellman equations
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Krotov optimality
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