Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition
type: Item
instance of: scholarly article
title: Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition
zbMATH Open document ID: 0851.49019
DOI: 10.1007/BF01204702
author: Yanyan Li
published in: Applied Mathematics and Optimization
publication date: 1996-11-12T00:00:00Z
review text: The authors study optimality conditions for a deterministic control problem where the state of the system is required to stop at the boundary. It is proved that the verification theorem is necessary and sufficient for optimality. It is given a direct proof of the uniqueness of the regular generalized solution to the Bellman-Hamilton-Jacobi equation involving the Clarke generalized gradient.
reviewed by: Gheorghe Aniculăesei
Mathematics Subject Classification ID: 49L99
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 883408
zbMATH Keywords: optimality conditions
zbMATH Keywords: deterministic control problem
zbMATH Keywords: Bellman-Hamilton-Jacobi equation
zbMATH Keywords: Clarke generalized gradient
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01204702
OpenAlex ID: W2032671523
description: scientific article; zbMATH DE number 883408