Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints

DOI10.1051/cocv/2021084zbMath1487.49032OpenAlexW3125921861MaRDI QIDQ5016145

Hasnaa Zidani, Olivier Bokanowski, Anya Désilles

Publication date: 13 December 2021

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2021084

zbMATH Keywords

maximum principleHamilton-Jacobi-Bellman equationsensitivity analysisoptimal control problemsfinal and/or intermediate state constraints

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20) Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39) Control problems involving ordinary differential equations (34H05) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi equations (35F21)

Related Items

A Lagrangian Approach for Aggregative Mean Field Games of Controls with Mixed and Final Constraints ⋮ Relationship between the maximum principle and dynamic programming for minimax problems

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