Zur lokalen Lipschitzstetigkeit der Bellmanschen Funktion für Steuerprobleme mit linearen Zustandsgleichungen

DOI10.4171/ZAA/74zbMath0523.49024MaRDI QIDQ1056367

J. Blot

Publication date: 1983

Published in: Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

zbMATH Keywords

Lipschitz continuityBellman's functioncontrol problems with linear state equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear systems in control theory (93C05) Dynamic programming (90C39) Lipschitz (Hölder) classes (26A16) Attainable sets, reachability (93B03) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15)

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