Abstract
The general inverse problem of optimal control is considered from a dynamic programming point of view. Necessary and sufficient conditions are developed which two integral criteria must satisfy if they are to yield the same optimal feedback law, the dynamics being fixed. Specializing to the linear-quadratic case, it is shown how the general results given here recapture previously obtained results for quadratic criteria with linear dynamics.
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Communicated by A. Miele
Dedicated to R. Bellman
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Casti, J. On the general inverse problem of optimal control theory. J Optim Theory Appl 32, 491–497 (1980). https://doi.org/10.1007/BF00934036
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DOI: https://doi.org/10.1007/BF00934036