Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints
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Publication:5016145
sensitivity analysismaximum principleHamilton-Jacobi-Bellman equationoptimal control problemsfinal and/or intermediate state constraints
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)
Recommendations
- Sensitivity interpretations of the costate variable for optimal control problems with state constraints
- Relationship between the maximum principle and dynamic programming for minimax problems
- Improved sensitivity relations in state constrained optimal control
- On relations of the adjoint state to the value function for optimal control problems with state constraints
- Maximum principle for optimal control problems with intermediate constraints
- State constraints in optimal impulsive controls
- On controllability of trajectories in state-constrained optimal control problems
- A maximum principle for optimal control system with endpoint constraints
- State constraints in impulsive control problems: Gamkrelidze-like conditions of optimality
- On the study of conditions for the continuity of the Lagrange multiplier measure in problems with state constraints
Cites work
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- scientific article; zbMATH DE number 1414249 (Why is no real title available?)
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- Improved sensitivity relations in state constrained optimal control
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- On relations of the adjoint state to the value function for optimal control problems with state constraints
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- Optimal Multiprocesses
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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
- New results on the relationship between dynamic programming and the maximum principle
- scientific article; zbMATH DE number 1393069 (Why is no real title available?)
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