Multi-time dynamic programming and Riccati equations

DOI10.1080/002071798221920MaRDI QIDQ4955055zbMATH OpenOpenAlexFDO

Authors S. A. Belbas

Publication date 12 June 2000

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002071798221920

zbMATH Keywords

Goursat-Darboux problemHamilton-Jacobi equationmulti-time dynamic programming equationsoptimal controlRiccati equation

Mathematics Subject Classification ID

Optimality conditions for problems in abstract spaces (49K27) Dynamic programming in optimal control and differential games (49L20)

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