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Proceedings of the American Mathematical Society

ISSN 1088-6826(online) ISSN 0002-9939(print)

 
 

 

The dual dynamic programming


Author: Andrzej Nowakowski
Journal: Proc. Amer. Math. Soc. 116 (1992), 1089-1096
MSC: Primary 49L20; Secondary 49N15
DOI: https://doi.org/10.1090/S0002-9939-1992-1102860-3
MathSciNet review: 1102860
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Abstract: The dual approach to dynamic programming for the generalized problem of Bolza is described. A suitable verification theorem is proved and a dual optimal feedback control is introduced.


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DOI: https://doi.org/10.1090/S0002-9939-1992-1102860-3
Article copyright: © Copyright 1992 American Mathematical Society

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