A supporting hyperplane derivation of the Hamilton-Jacobi-Bellman equation of dynamic programming

DOI10.1016/0022-247X(80)90304-2zbMath0439.49021MaRDI QIDQ1142432

R. M. Lewis

Publication date: 1980

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

nonlinear relaxed optimal control problems

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (1)

Relaxation of optimal control problems to equivalent convex programs

Cites Work

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• Relaxation of optimal control problems to equivalent convex programs
• On sensitivity in an optimal control problem
• Investigation of the smoothness properties of the Bellman function in terms of the equation of motion of a system in optimum response problems. II: Nonlinear case
• Sufficiency Theorem for Discontinuous Optimal Cost Surfaces
• New Representation Theorems for Consistent Flows
• A Necessary and Sufficient Condition for Optimality of Dynamic Programming Type, Making No a Priori Assumptions on the Controls
• The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control

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