Maximum principle, dynamic programming and their connection in deterministic control

DOI10.1007/BF01102352MaRDI QIDQ1122773zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1990

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01102352

zbMATH Keywords

Pontryagin's maximum principlesubdifferentialviscositysuperdifferentialHamilton-Jacobi-BellmanBellman's dynamic programming

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20)

Recommendations

• Publication:4734369
• The connection between the maximum principle and dynamic programming in stochastic control
• Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems
• Publication:4936264
• scientific article; zbMATH DE number 3971604

Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 3783507 (Why is no real title available?)
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• Local Optimality Conditions and Lipschitzian Solutions to the Hamilton–Jacobi Equation
• Optimization and nonsmooth analysis
• The Maximum Principle under Minimal Hypotheses
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
• The Relationship between the Maximum Principle and Dynamic Programming
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(24)

• Sensitivity results in stochastic optimal control: a Lagrangian perspective
• Relationship between the maximum principle and dynamic programming for minimax problems
• Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
• On consistent regularities of control and value functions
• Dynamic programming principle of control systems on manifolds and its relations to maximum principle
• scientific article; zbMATH DE number 3971604 (Why is no real title available?)
• The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization
• Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints
• scientific article; zbMATH DE number 2221684 (Why is no real title available?)
• Remarks on optimal controls of stochastic partial differential equations
• Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs
• New results on the relationship between dynamic programming and the maximum principle
• Connection between MP and DPP for stochastic recursive optimal control problems: viscosity solution framework in the general case
• Regularity along optimal trajectories of the value function of a Mayer problem
• scientific article; zbMATH DE number 4120874 (Why is no real title available?)
• The connection between the maximum principle and dynamic programming in stochastic control
• Value functions and transversality conditions for infinite-horizon optimal control problems
• A note on the value function for constrained control problems
• Certain hypotheses in optimal control theory and the relationship of the maximum principle with the dynamic programming method
• Characterization of optimality for controlled diffusion processes
• Value function and optimality condition for semilinear control problems. II: Parabolic case
• Differential equations. Transl. from the Russian
• Model predictive complex system control from observational and interventional data

This page was built for publication: Maximum principle, dynamic programming and their connection in deterministic control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1122773)