ε-Value Function and Dynamic Programming

A. Nowakowski ()
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A. Nowakowski: University of Lodz

Journal of Optimization Theory and Applications, 2008, vol. 138, issue 1, No 7, 85-93

Abstract: Abstract In this note, we develop a dynamic programming approach for an ε-optimal control problem of Bolza. We prove that each Lipschitz continuous function satisfying the Hamilton-Jacobi inequality (less than zero and greater than −ε) is an ε-value function.

Keywords: Dynamic programming; ε-Optimal control problems; ε-Value function; Hamilton-Jacobi inequality (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-008-9367-5

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