On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case

DOI10.1137/0323019zbMath0563.49025OpenAlexW4233095505MaRDI QIDQ3676724

E. Rofman, Roberto L. V. González

Publication date: 1985

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0323019

zbMATH Keywords

Bellman equationoptimal stoppingfinite horizonoptimal deterministic controlimulse controls

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15) Numerical methods of relaxation type (49M20) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Model systems in control theory (93C99)

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