全球智库信息集成服务系统(G2TT): Optimality and Characteristics of Hamilton-Jacobi-Bellman Equations.

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来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Optimality and Characteristics of Hamilton-Jacobi-Bellman Equations.
	Caroff N; Frankowska H
发表日期	1993
出版者	IIASA, Laxenburg, Austria: WP-93-053
出版年	1993
语种	英语
摘要	In this paper the authors study the Bolza problem arising in nonlinear optimal control and investigate under what circumstances the necessary conditions for optimality of Pontryagin's type are also sufficient. This leads to the question when shocks do not occur in the method of characteristics applied to the associated Hamilton-Jacobi-Bellman equation. In this case the value function is its (unique) continuously differentiable solution and can be obtained from the canonical equations. In optimal control this corresponds to the case when the optimal trajectory of the Bolza problem is unique for every initial state and the optimal feedback is an upper semicontinuous set-valued map with convex, compact images.
主题	Dynamic Systems (DYN)
URL	http://pure.iiasa.ac.at/id/eprint/3761/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/124123
推荐引用方式 GB/T 7714	Caroff N,Frankowska H. Optimality and Characteristics of Hamilton-Jacobi-Bellman Equations.. 1993.