Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints (Q5016145)
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scientific article; zbMATH DE number 7442537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints |
scientific article; zbMATH DE number 7442537 |
Statements
Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints (English)
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13 December 2021
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optimal control problems
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final and/or intermediate state constraints
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maximum principle
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Hamilton-Jacobi-Bellman equation
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sensitivity analysis
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