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Hamilton-Jacobi theory over time scales and applications to linear-quadratic problems - MaRDI portal

Hamilton-Jacobi theory over time scales and applications to linear-quadratic problems (Q651162)

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scientific article; zbMATH DE number 5987818
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Hamilton-Jacobi theory over time scales and applications to linear-quadratic problems
scientific article; zbMATH DE number 5987818

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    Hamilton-Jacobi theory over time scales and applications to linear-quadratic problems (English)
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    8 December 2011
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    Hamilton-Jacobi theory
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    verification theorem
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    Bellman principle of optimality
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    dynamic programming
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    Hamilton-Jacobi-Bellman equation
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    nonlinear optimal control problem
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    value function
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    linear-quadratic regulator problem
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    Riccati equation
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    feedback controller
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    time scale symplectic system
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    weak Pontryagin principle
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