Introduction to Optimal Control , Fall 2009
نویسنده
چکیده
Topics considered here include: examples of optimal control problems; dynamic programming and the Hamilton-Jacobi-Bellman equation; verification theorems; the Pontryagin Maximum Principle Principle. The examples include many with an economic flavor, but others too (including the Hopf-Lax solution formula for ut + H(Du) = 0 with H convex). There’s much more here than we’ll have time to do in lecture.
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