The solution of riccati's equation asthe hessian of bellman's function
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Publication:3378143
DOI10.1016/j.jappmathmech.2004.07.014zbMath1098.49021OpenAlexW2088463130MaRDI QIDQ3378143
Publication date: 30 March 2006
Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jappmathmech.2004.07.014
Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)
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