New results on the relationship between dynamic programming and the maximum principle (Q1110087)

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scientific article; zbMATH DE number 4071762
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New results on the relationship between dynamic programming and the maximum principle
scientific article; zbMATH DE number 4071762

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    New results on the relationship between dynamic programming and the maximum principle (English)
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    1988
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    The author obtains some new results related to the connection between the maximum principle and the dynamic programming equation, named Hamilton- Jacobi equation, for a class of optimal control problems. The results are expressed in terms of the generalized gradient (in the sense of Clarke) of the value function V for a large class of nonsmooth problems.
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    maximum principle
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    dynamic programming equation
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    Hamilton-Jacobi equation
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    optimal control problems
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    generalized gradient
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