Multitime dynamic programming for multiple integral actions

DOI10.1007/s10898-010-9599-4zbMath1234.49027OpenAlexW1981169281MaRDI QIDQ652686

Constantin Udrişte, Ionel Ţevy

Publication date: 15 December 2011

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-010-9599-4

zbMATH Keywords

divergencemultitime dynamic programmingmultitime Hamilton-Jacobi-Bellman PDEmultitime maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) PDEs in connection with control and optimization (35Q93)

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