The generalized method of characteristic in an optimal control problem with Lipschitz data

MaRDI QIDQ5188195zbMATH OpenFDO

Authors N. N. Subbotina

Publication date 10 March 2010

zbMATH Keywords

Bellman equationBolza cost functionalgeneralized characteristicsnecessary and sufficient optimality conditions

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10)

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Cited in

(3)

• Estimating error of the optimal grid design in the problems of nonlinear optimal control of prescribed duration
• Optimal synthesis in a control problem with Lipschitz input data
• The generalized Bellman equation in an optimal control problem with locally Lipschitz input data

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