Equations for the missing boundary values in the Hamiltonian formulation of optimal control problems

DOI10.1007/s10957-010-9773-3zbMath1221.49037OpenAlexW2053654409MaRDI QIDQ639198

Pablo S. Rivadeneira, Vicente Costanza, Ruben D. Spies

Publication date: 18 September 2011

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9773-3

zbMATH Keywords

optimal controlRiccati equationsboundary-value problemsHamilton equationsfirst-order PDEs

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20)

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