A Necessary and Sufficient Condition for Optimality of Dynamic Programming Type, Making No a Priori Assumptions on the Controls

DOI10.1137/0316038zbMath0392.49011OpenAlexW2057141338MaRDI QIDQ4173875

R. M. Lewis, Richard B. Vinter

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1137/0316038

zbMATH Keywords

LagrangianDynamic ProgrammingNecessary and Sufficient ConditionBellman Partial Differential EquationReachable SetRelaxed Controls

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99)

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Hamilton–Jacobi theory for a generalized optimal stopping time problem ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Erweiterung von mehrdimensionalen steuerungspromemen und dualität ⋮ Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition ⋮ A supporting hyperplane derivation of the Hamilton-Jacobi-Bellman equation of dynamic programming ⋮ Relaxation of optimal control problems to equivalent convex programs ⋮ Fundamental theorem for optimal output feedback problem with quadratic performance criterion ⋮ The Semigroup Property of Value Functions in Lagrange Problems ⋮ Bounding Extreme Events in Nonlinear Dynamics Using Convex Optimization ⋮ Optimal control of piecewise deterministic markov process ⋮ Convex duality for finite-fuel problems in singular stochastic control

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