논문KCI 등재
Value function and optimality conditions
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In the optimal control problem, at first we search the expected optimal solution by using Pontryagin type's necessary conditions called the maximum principle. Next we use the sufficient conditions to conclude that the searched solution is optimal. In this article the sufficient conditions are studied. The value function is used for sufficient conditions.
Abstract
In the optimal control problem, at first we search the expected optimal solution by using Pontryagin type's necessary conditions called the maximum principle. Next we use the sufficient conditions to conclude that the searched solution is optimal. In this article the sufficient conditions are studied. The value function is used for sufficient conditions.
참고문헌 (6)
- J. P. Aubin, "Di erential Inclusion" (1984), Springer-Verlag
- J. P. Aubin, "Set-Valued Analysis" (1990), Birkhauser
- P. Cannarsa, "Some characterizations of optimal trajectories in optimal control theory", SIAM J. Control Optim, 29, pp.1322~1347 (1991)
- F. H. Clarke, "A general theorem on necessary conditions in optimal control", J. Discret. Contin. Dyn. Syst, 29, pp.485~503 (2011)
- H. Frankowska, "Optimal Trajectories Associated to a Solution of Contingent Hamilton-Jacobi Equation", Applied Mathematics and Optimization, 19, pp.291~311 (1993)
- R. Vinter, "Optimal Control" (2000), Birkhauser
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