On Bellman equations in duality

DOI10.1016/0022-247X(86)90155-1zbMath0603.49019OpenAlexW2033135565MaRDI QIDQ1082603

Alain Bensoussan

Publication date: 1986

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(86)90155-1

zbMATH Keywords

dual Bellman equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Duality theory (optimization) (49N15)

Cites Work

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• Singular perturbation of the time-invariant linear state regulator problem

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