Convex control problems for hereditary systems (Q1198718)

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Convex control problems for hereditary systems
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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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