On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case
DOI10.1137/0323019zbMATH Open0563.49025OpenAlexW4233095505MaRDI QIDQ3676724FDOQ3676724
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
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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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