Use of Approximations of Hamilton-Jacobi-Bellman Inequality for Solving Periodic Optimization Problems
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Publication:2948781
DOI10.1007/978-3-662-43404-8_5zbMath1325.49041arXiv1309.1824OpenAlexW1602222907MaRDI QIDQ2948781
Ludmila Manic, Vladimir Gaitsgory
Publication date: 6 October 2015
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.1824
necessary and sufficient conditions of optimalityHamilton-Jacobi-Bellman inequalityperiodic optimization problems
Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems involving ordinary differential equations (49K15) Periodic optimal control problems (49N20)
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