On Certain Hypotheses in Optimal Control Theory and the Relationship of the Maximum Principle with the Dynamic Programming Method Proposed by L. I. Rozonoer

2008/01/01 by Wu, Hanzhong
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.0801.0281

Abstract

In this paper we will study three hypotheses proposed by L. I. Rozonoer (Automation and Remote Control, 2003, vol.64, no.8, pp.1237--1240) in optimal control theory in order to derive conditions for the existence of an optimal control under all initial conditions, and the relationships between Pontryagin maximum principle and the dynamic programming method.

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