Zur lokalen Lipschitzstetigkeit der Bellmanschen Funktion für Steuerprobleme mit linearen Zustandsgleichungen

DOI10.4171/ZAA/74zbMATH Open0523.49024MaRDI QIDQ1056367FDOQ1056367

Authors: J. Blot 

Publication date: 1983

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

zbMATH Keywords

Lipschitz continuityBellman's functioncontrol problems with linear state equations

Mathematics Subject Classification ID

Dynamic programming (90C39) Lipschitz (Hölder) classes (26A16) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20) Attainable sets, reachability (93B03) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

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