Zur lokalen Lipschitzstetigkeit der Bellmanschen Funktion für Steuerprobleme mit linearen Zustandsgleichungen

DOI10.4171/ZAA/74zbMath0523.49024MaRDI QIDQ1056367

J. Blot

Publication date: 1983

Published in: Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

zbMATH Keywords

Lipschitz continuity; Bellman's function; control problems with linear state equations

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93C05: Linear systems in control theory

90C39: Dynamic programming

26A16: Lipschitz (Hölder) classes

93B03: Attainable sets, reachability

93C15: Control/observation systems governed by ordinary differential equations

49K15: Optimality conditions for problems involving ordinary differential equations