A connection between the maximum principle and dynamic programming for constrained control problems

SIAM Journal on Control and Optimization

Volumn 44, Issue 2, 2006, Pages 673-703

  Cernea, Aurelian ^a   Frankowska, Hélène ^b  

^a UNIVERSITY OF BUCHAREST   (Romania)

^b Centre de Recherche en Epistemologie Appliquee Ecole Polytechnique   (France)

Author keywords

Differential inclusions; Dynamic programming; Generalized derivatives; Nondegenerate maximum principle; State constraints; Variational inclusions

Indexed keywords

CONSTRAINT THEORY; DIFFERENTIAL EQUATIONS; MAXIMUM PRINCIPLE; VARIATIONAL TECHNIQUES;

DIFFERENTIAL INCLUSIONS; GENERALIZED DERIVATIVES; NONDEGENERATE MAXIMUM PRINCIPLE; STATE CONSTRAINTS; VARIATIONAL INCLUSIONS;

DYNAMIC PROGRAMMING;

EID: 33644945659     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012903430585     Document Type: Article

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