Deterministic Near-Optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach

DOI10.1287/moor.21.3.655zbMath0858.49023OpenAlexW1993005215MaRDI QIDQ4716929

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Publication date: 20 January 1997

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.21.3.655

zbMATH Keywords

dynamic programming Hamiltonian value functions near-optimal controls adjoint functions dynamic near-optimization systems governed by deterministic ordinary differential equations viscosity solution approach

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by ordinary differential equations (93C15) Hamilton-Jacobi theories (49L99)

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