Convex Duality and Generalized Solutions in Optimal Control Problem for Stopped Processes: The Deterministic Model

DOI10.1137/0330028zbMath0757.49025OpenAlexW2012949698MaRDI QIDQ3988955

Hang Zhu

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1137/0330028

zbMATH Keywords

Bellman equationFenchel dualitystopped process

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Existence theories for problems in abstract spaces (49J27)

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