Skip to main content

Verification Theorems of Dynamic Programming Type in Optimal Control

  • Chapter

Abstract

The aim of this paper is to present a short . survey of the existing results and to announce several new verification theorems for optimal control problems with semicontinuous value functions. In our approach, a selection of admissible trajectories is given and a verification theorem contains sufficient conditions in the form of differential inequalities and regularity properties of the corresponding value function that insure the optimality of all the admissible trajectories in the given selection.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Boboc, C. (1988), The lower semicontinuity of the value function in optimal control, Studii Cerc.Mat., 40, 119–124.

    Google Scholar 

  • Boltyansky V.G.(1971), Mathematical Methods in Optimal Control, Holt & Rinehart, New York.

    Google Scholar 

  • Cesari L., Optimization-Theory and Applications, Springer, New York, 1983.

    Book  Google Scholar 

  • Clarke F.H.(1983), Optimization and Nonsmooth Analysis, Wiley, New York.

    Google Scholar 

  • Fleming W.H. and Rishel R.W.(1975), Deterministic and Stochastic Optimal Control, Springer, New York.

    Book  Google Scholar 

  • Frankowska H.(1989), Optimal Trajectories Associated with a Solution of the Contingent Hamilton-Jacobi Equation, Appl.Math.Optim., 19, 291–311.

    Google Scholar 

  • Mirică St.(1985), Sufficient Optimality Conditions of Dynamic Programming Type in Control Theory, Proc. 24th C.D.C., Ft. Lauderdale, Florida, 626–630.

    Google Scholar 

  • Mirică St.(1986), Sufficient Optimality Conditions for Stratified Optimal Control Problems, SIAM J.Control Opt., 24, 675–691.

    Google Scholar 

  • Mirică St.(1987), Generalized Solutions by Cauchy’s Method of Characteristics, Rend.Sem.Mat.Univ.Padova, 77, 317–350.

    Google Scholar 

  • Mirică St.(1989), Invariant Sets and Monotone Functions with respect to Solutions of Ordinary Differential Equations, Revue Roum.Math.Pures Appl., 34, 419–453.

    Google Scholar 

  • Mirieă St.(1990), Optimal Control. Sufficient Conditions and Synthesis, Ed.Stiiaţifieă, Bucureşti (Roumanian).

    Google Scholar 

  • Mirieă St.(1992a), Tangent and Contingent Directions to Trajectories of Differential Inelusions, Revue Roum.Math.Pures Appl. (to appear).

    Google Scholar 

  • Mirieă St.(1992b), Invariance and Monotony with Respect to Solutions of Differential Inclusions, submitted.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1992 Springer Basel AG

About this chapter

Cite this chapter

Mirică, S. (1992). Verification Theorems of Dynamic Programming Type in Optimal Control. In: Barbu, V., Tiba, D., Bonnans, J.F. (eds) Optimization, Optimal Control and Partial Differential Equations. International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série Internationale d’Analyse Numérique, vol 107. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8625-3_17

Download citation

  • DOI: https://doi.org/10.1007/978-3-0348-8625-3_17

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-9704-4

  • Online ISBN: 978-3-0348-8625-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics