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An analog of the Bellman equation - MaRDI portal

An analog of the Bellman equation (Q1076333)

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scientific article; zbMATH DE number 3953679
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English
An analog of the Bellman equation
scientific article; zbMATH DE number 3953679

    Statements

    An analog of the Bellman equation (English)
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    1985
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    The time-optimal control problem for an autonomous differential inclusion in a Banach space with fixed initial and final states and with restricted phase coordinates is considered. By introducing the concept of the differential set for a real (not necessarily Lipschitzian) function, the author obtains a necessary optimality condition in a form similar to the usual Bellman equation.
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    time-optimal control
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    differential inclusion
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    Banach space
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    Bellman equation
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