Dynamic Programming

Svetlin G. Georgiev
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Svetlin G. Georgiev: Sofia University St Kliment Ohridski, Faculty of Mathematics & Info

Chapter Chapter 13 in Fuzzy Dynamic Equations, Dynamic Inclusions, and Optimal Control Problems on Time Scales, 2021, pp 729-763 from Springer

Abstract: Abstract In this chapter we introduce the theory of dynamic programming on time scales. We deduct the Hamilton–Jacobi–Bellman equations and give a method for their solving. Using the solutions of the Hamilton–Jacobi–Bellman equations, a representation of the value function is found. In this chapter we introduce dynamic games on time scales and define the payoff function of a game. The Isaacs equations are deducted.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-76132-5_13

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DOI: 10.1007/978-3-030-76132-5_13

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