Brief history of optimal control theory and some recent developments

DOI10.1090/conm/668/13400zbMath1419.49001OpenAlexW4253231282WikidataQ60303775 ScholiaQ60303775MaRDI QIDQ5225285

Isabelle Kemajou-Brown

Publication date: 19 July 2019

Published in: Probability on Algebraic and Geometric Structures (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/conm/668/13400

zbMATH Keywords

optimal controlmaximum principledynamic programmingstochastic controlcalculus of variationsEuler-Lagrange equationbrachistochrone problemHamiltonWeierstrassJacobiPontryagineconomic and financeLegrendre

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Dynamic programming in optimal control and differential games (49L20) Applications of optimal control and differential games (49N90) History of mathematics in the 20th century (01A60) History of mathematics in the 18th century (01A50) Financial applications of other theories (91G80) History of calculus of variations and optimal control (49-03) Continuous-time Markov processes on discrete state spaces (60J27) History of mathematics in the 19th century (01A55) Optimality conditions for problems involving randomness (49K45) History of mathematics in the 17th century (01A45) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

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