Abstract
This entry illustrates the application of Bellman’s dynamic programming principle within the context of optimal control problems for continuous-time dynamical systems. The approach leads to a characterization of the optimal value of the cost functional, over all possible trajectories given the initial conditions, in terms of a partial differential equation called the Hamilton–Jacobi–Bellman equation. Importantly, this can be used to synthesize the corresponding optimal control input as a state-feedback law.
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Falcone, M. (2015). Optimal Control and the Dynamic Programming Principle. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5058-9_209
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DOI: https://doi.org/10.1007/978-1-4471-5058-9_209
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