On the relationship between the Pontryagin maximum principle and the Hamilton-Jacobi-Bellman equation in optimal control problems for fractional-order systems
DOI10.1134/s0012266123011006xOpenAlexW4390415966MaRDI QIDQ6147956
Publication date: 11 January 2024
Published in: Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0012266123011006x
Hamilton-Jacobi-Bellman equationdynamic programmingoptimal control problemPontryagin's maximum principleadjoint equationadjoint vectorendpoint minimization
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimality conditions for problems involving ordinary differential equations (49K15) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Hamilton-Jacobi equations (35F21) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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