Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints

DOI10.1051/COCV/2021084zbMATH Open1487.49032OpenAlexW3125921861MaRDI QIDQ5016145FDOQ5016145

Authors: Olivier Bokanowski, Anya Désilles, Hasnaa Zidani 

Publication date: 13 December 2021

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2021084

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zbMATH Keywords

sensitivity analysismaximum principleHamilton-Jacobi-Bellman equationoptimal control problemsfinal and/or intermediate state constraints

Mathematics Subject Classification ID

Dynamic programming (90C39) Sensitivity, stability, parametric optimization (90C31) Control problems involving ordinary differential equations (34H05) Hamilton-Jacobi equations (35F21) Optimality conditions for problems involving ordinary differential equations (49K15) Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20)

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Cited In (9)

• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• Improved sensitivity relations in state constrained optimal control
• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• Relationship between the maximum principle and dynamic programming for minimax problems
• On the relationship between the maximum principle and dynamic programming under state constraints
• A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints
• Title not available (Why is that?)
• New results on the relationship between dynamic programming and the maximum principle

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