Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition |
| |
| Authors: | M. A. H. Dempster J. J. Ye |
| |
| Affiliation: | (1) Department of Mathematics, University of Essex, CO4 3SQ Colchester, Essex, England;(2) Department of Mathematics and Statistics, University of Victoria, V8W 3P4 Victoria, British Columbia, Canada |
| |
| Abstract: | 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. |
| |
| Keywords: | Clarke generalized gradient Bellman-Hamilton-Jacobi equation Necessary and sufficient optimality conditions |
| 本文献已被 SpringerLink 等数据库收录！ |
