Multi-time dynamic programming and Riccati equations

DOI10.1080/002071798221920MaRDI QIDQ4955055zbMATH OpenOpenAlexFDO

Authors S. A. Belbas

Publication date 12 June 2000

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002071798221920

zbMATH Keywords

optimal controlRiccati equationHamilton-Jacobi equationGoursat-Darboux problemmulti-time dynamic programming equations

Mathematics Subject Classification ID

Optimality conditions for problems in abstract spaces (49K27) Dynamic programming in optimal control and differential games (49L20)

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Cited in

(3)

• Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation
• Multitime dynamic programming for curvilinear integral actions
• Multitime dynamic programming for multiple integral actions

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