A proof of Pontryagin's minimum principle using dynamic programming
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Publication:1206934
DOI10.1016/0022-247X(92)90033-AzbMath0786.49020MaRDI QIDQ1206934
Publication date: 1 April 1993
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Hamilton-Jacobi-Bellman equation; continuous viscosity subsolution; fixed-time optimal control; Pontryagin's Minimum Principle
49L20: Dynamic programming in optimal control and differential games
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
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Cites Work
- New results on the relationship between dynamic programming and the maximum principle
- The necessary conditions for optimal control in Hilbert spaces
- Optimal control theory
- Calcul sous-différentiel et optimisation
- The contingent and the paratingent as generalized derivatives for vector-valued and set-valued mappings
- The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
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