Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition (Q1913857)
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| English | Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition |
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Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition (English)
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12 November 1996
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The authors study optimality conditions for a deterministic control problem where the state of the system is required to stop at the boundary. It is proved that the verification theorem is necessary and sufficient for optimality. It is given a direct proof of the uniqueness of the regular generalized solution to the Bellman-Hamilton-Jacobi equation involving the Clarke generalized gradient.
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optimality conditions
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deterministic control problem
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Bellman-Hamilton-Jacobi equation
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Clarke generalized gradient
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