On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case

DOI10.1137/0323019MaRDI QIDQ3676724zbMATH OpenOpenAlexFDO

Authors E. Rofman, R. L. V. González

Publication date 1985

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0323019

zbMATH Keywords

optimal stoppingBellman equationfinite horizonimulse controlsoptimal deterministic control

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming (90C39) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Stopping times; optimal stopping problems; gambling theory (60G40) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99) Numerical methods of relaxation type (49M20)

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