Transactions of the American Mathematical Society

ISSN 1088-6850(online) ISSN 0002-9947(print)



The Pontryagin maximum principle from dynamic programming and viscosity solutions to first-order partial differential equations

Authors: Emmanuel Nicholas Barron and Robert Jensen
Journal: Trans. Amer. Math. Soc. 298 (1986), 635-641
MSC: Primary 49C20; Secondary 35F20, 49B10
MathSciNet review: 860384
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: We prove the Pontryagin Maximum Principle for the Lagrange problem of optimal control using the fact that the value function of the problem is the viscosity solution of the associated Hamilton-Jacobi-Bellman equation. The proof here makes rigorous the formal proof of Pontryagin's principle known for at least three decades.

References [Enhancements On Off] (What's this?)

Similar Articles

Retrieve articles in Transactions of the American Mathematical Society with MSC: 49C20, 35F20, 49B10

Retrieve articles in all journals with MSC: 49C20, 35F20, 49B10

Additional Information

Keywords: Pontryagin Maximum Principle, optimal control, viscosity solutions, first-order partial differential equations, dynamic programming
Article copyright: © Copyright 1986 American Mathematical Society