Maximum principle, dynamic programming and their connection in deterministic control
From MaRDI portal
Publication:1122773
DOI10.1007/BF01102352zbMath0676.49024MaRDI QIDQ1122773
Publication date: 1990
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
subdifferential; Pontryagin's maximum principle; viscosity; superdifferential; Hamilton-Jacobi-Bellman; Bellman's dynamic programming
49L20: Dynamic programming in optimal control and differential games
49J52: Nonsmooth analysis
49K15: Optimality conditions for problems involving ordinary differential equations
Related Items
On consistent regularities of control and value functions, Remarks on optimal controls of stochastic partial differential equations, Characterization of optimality for controlled diffusion processes, Value function and optimality condition for semilinear control problems. II: Parabolic case