Reference Work Entry

Encyclopedia of Optimization

pp 844-846

Dynamic Programming: Continuous-time Optimal Control

  • William R. EspositoAffiliated withDepartment of Chemical Engineering, Princeton UniversityDepartment Chemical Engineering, Princeton University

Article Outline

Keywords

Problem Formulation

Example

Hamilton–Jacobi–Bellman Equation

Pontryagin Minimum Principle

See also

References

Keywords

Dynamic programming Continuous-time optimal control