The dual dynamic programming
HTML articles powered by AMS MathViewer
- by Andrzej Nowakowski PDF
- Proc. Amer. Math. Soc. 116 (1992), 1089-1096 Request permission
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.References
- Richard Bellman, Dynamic programming, Princeton University Press, Princeton, N. J., 1957. MR 0090477
- Leonard D. Berkovitz, Optimal feedback controls, SIAM J. Control Optim. 27 (1989), no. 5, 991–1006. MR 1009334, DOI 10.1137/0327053
- V. G. Boltyanskii, Sufficient conditions for optimality and the justification of the dynamic programming method, SIAM J. Control 4 (1966), 326–361. MR 0197205
- Lamberto Cesari, Optimization—theory and applications, Applications of Mathematics (New York), vol. 17, Springer-Verlag, New York, 1983. Problems with ordinary differential equations. MR 688142, DOI 10.1007/978-1-4613-8165-5
- Frank H. Clarke and Richard B. Vinter, Local optimality conditions and Lipschitzian solutions to the Hamilton-Jacobi equation, SIAM J. Control Optim. 21 (1983), no. 6, 856–870. MR 719517, DOI 10.1137/0321052
- Wendell H. Fleming and Raymond W. Rishel, Deterministic and stochastic optimal control, Applications of Mathematics, No. 1, Springer-Verlag, Berlin-New York, 1975. MR 0454768
- Andrzej Nowakowski, Field theories in the modern calculus of variations, Trans. Amer. Math. Soc. 309 (1988), no. 2, 725–752. MR 961610, DOI 10.1090/S0002-9947-1988-0961610-5
Additional Information
- © Copyright 1992 American Mathematical Society
- 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