A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems

DOI10.1137/S0363012903430585zbMATH Open1085.49032MaRDI QIDQ5700548FDOQ5700548

Publication date: 28 October 2005

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

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zbMATH Keywords

dynamic programming differential inclusions state constraints variational inclusions generalized derivatives nondegenerate maximum principle

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20)

Cited In (32)

Normality of the maximum principle for nonconvex constrained Bolza problems
Second-order sufficient optimality conditions for an optimal control problem with mixed constraints
Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
Improved sensitivity relations in state constrained optimal control
Normality and nondegeneracy for optimal control problems with state constraints
Maximum under continuous-discrete-time dynamic with target and viability constraints
An integral-type constraint qualification to guarantee nondegeneracy of the maximum principle for optimal control problems with state constraints
Feasible perturbations of control systems with pure state constraints and applications to second-order optimality conditions
Further results on subgradients of the value function to a parametric optimal control problem
Differential stability of a class of convex optimal control problems
Necessary optimality conditions for infinite dimensional state constrained control problems
Subgradients of the value function to a parametric optimal control problem
Subgradients of the value function in a parametric convex optimal control problem
Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints
Optimality Conditions (in Pontryagin Form)
Title not available (Why is that?)
Initialization of the shooting method via the Hamilton-Jacobi-Bellman approach
Second-order necessary optimality conditions for an optimal control problem
Necessary optimality conditions for differential-difference inclusions with state constraints
Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints
Dynamic programming principle of control systems on manifolds and its relations to maximum principle
Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations
On relations of the adjoint state to the value function for optimal control problems with state constraints
Certain hypotheses in optimal control theory and the relationship of the maximum principle with the dynamic programming method
Optimality conditions for reflecting boundary control problems
On the relationship between the maximum principle and dynamic programming under state constraints
Strong Local Minimizers in Optimal Control Problems with State Constraints: Second-Order Necessary Conditions
A note on the value function for constrained control problems
Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems
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New results on the relationship between dynamic programming and the maximum principle
Necessary conditions for infinite horizon optimal control problems with state constraints

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