Relationship Between Dynamic Programming and the Maximum Principle under State Constraints

被引：0

作者：

Kim, Kyung-Eung ^{[1
]}

机构：

[1] Yonsei Univ, Dept Math, Seoul 120749, South Korea

来源：

JOURNAL OF CONVEX ANALYSIS | 1999年 / 6卷 / 02期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Bellman's dynamic programming and Pontryagin's maximum principle are two basic tools for studying optimal control theory. We consider the optimal control problem under state constraints and examine the relationship between the maximum principle and dynamic programming via the adjoint, Hamiltonian and value functions. For this purpose the notions of generalized superdifferentials are introduced.

引用

页码：335 / 348

页数：14

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