A proof of Pontryagin's minimum principle using dynamic programming

DOI10.1016/0022-247X(92)90033-AzbMath0786.49020OpenAlexW2152367833MaRDI QIDQ1206934

Ştefan Mirică

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1016/0022-247x(92)90033-a

zbMATH Keywords

Hamilton-Jacobi-Bellman equationcontinuous viscosity subsolutionfixed-time optimal controlPontryagin's Minimum Principle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (3)

Dynamic programming principle of control systems on manifolds and its relations to maximum principle ⋮ Value functions and transversality conditions for infinite-horizon optimal control problems ⋮ A note on the value function for constrained control problems

Cites Work

• New results on the relationship between dynamic programming and the maximum principle
• The necessary conditions for optimal control in Hilbert spaces
• Optimal control theory
• Calcul sous-différentiel et optimisation
• The contingent and the paratingent as generalized derivatives for vector-valued and set-valued mappings
• The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
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