Multi-time dynamic programming and Riccati equations

DOI10.1080/002071798221920zbMATH Open0942.49025OpenAlexW2023988496MaRDI QIDQ4955055FDOQ4955055

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

Recommendations

• Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales
• Dynamic programming for multidimensional stochastic control problems
• scientific article; zbMATH DE number 1457003
• The Dynamic Programming Equation for the Time-Optimal Control Problem in Infinite Dimensions
• Dynamic Programming Equations for Discounted Constrained Stochastic Control
• scientific article; zbMATH DE number 7703289
• Multitime dynamic programming for multiple integral actions
• Dynamic programming and stochastic control
• Equivalence of multitime optimal control problems
• scientific article; zbMATH DE number 176305

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)

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

This page was built for publication: Multi-time dynamic programming and Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4955055)