Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition

被引：9

作者：

Dempster, MAH ^{[1
]}

Ye, JJ ^{[1
]}

机构：

[1] UNIV VICTORIA,DEPT MATH & STAT,VICTORIA,BC V8W 3P4,CANADA

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 1996年 / 33卷 / 03期

关键词：

Clarke generalized gradient; Bellman-Hamilton-Jacobi equation; necessary and sufficient optimality conditions;

D O I：

10.1007/BF01204702

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we study conditions for optimality of a deterministic control problem where the state of the system is required to stop at the boundary. Using the Clarke generalized gradient, we refine the classical verification theorem and show that it is not only sufficient but also necessary for optimality. It is also shown that the solution to the generalized Bellman-Jacobi-Hamilton equation involving the Clarke generalized gradient is unique among the class of regular functions.

引用

页码：211 / 225

页数：15

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