In Chap. II optimality problems were studied through differential properties of mappings into the space of controls. The method of Dynamic Programming takes a different approach. In Dynamic Programming a family of fixed initial point control problems is considered. The minimum value of the performance criterion is considered as a function of this initial point. This function is called the value function. Whenever the value function is differentiable it satisfies a first order partial differential equation called the partial differential equation of dynamic programming.
KeywordsPartial Differential Equation Dynamic Programming Feedback Control Terminal Time Order Partial Differential Equation
Unable to display preview. Download preview PDF.