A remark on dynamic programming with final state constraints

DOI10.1016/S0167-6911(84)80076-6zbMath0543.49012OpenAlexW2075259804MaRDI QIDQ796093

S. A. Belbas

Publication date: 1984

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(84)80076-6

zbMATH Keywords

Hamilton-Jacobi equationpenalty functionstate constaints

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Nonlinear ordinary differential equations and systems (34A34) Dynamic programming (90C39) Control/observation systems governed by ordinary differential equations (93C15) Hamilton-Jacobi theories (49L99)

Cites Work

• Control of diffusion processes in \(\mathbb R^N\)
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