Multi-time dynamic programming and Riccati equations

DOI10.1080/002071798221920zbMath0942.49025OpenAlexW2023988496MaRDI QIDQ4955055

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 controlHamilton-Jacobi equationRiccati equationGoursat-Darboux problemmulti-time dynamic programming equations

Mathematics Subject Classification ID

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

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