A unified theory of maximum principle for continuous and discrete time optimal control problems
From MaRDI portal
Publication:453160
DOI10.3934/MCRF.2012.2.195zbMath1252.49033OpenAlexW2325860183MaRDI QIDQ453160
Zaidong Zhan, Wei Wei, Shu-ping Chen
Publication date: 18 September 2012
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2012.2.195
Optimality conditions for problems involving partial differential equations (49K20) Impulsive optimal control problems (49N25)
Related Items (5)
Optimal control for some classes of dynamic equations on the infinite interval of time scale ⋮ Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales ⋮ An ergodic approach to Laplace transforms on time scales ⋮ Filippov's selection theorem and the existence of solutions for optimal control problems in time scales ⋮ Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales
This page was built for publication: A unified theory of maximum principle for continuous and discrete time optimal control problems