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The Dynamic Programming Approach to the Optimal Control of Goursat-Darboux Systems

Stavros A. Belbas

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Abstract

We extend the dynamic programming method to certain systems parametrized by two-dimensional time. Using dynamic programming arguments, we obtain a maximum principle analogous to the classical principle of Pontryagin.

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What this paper is about

We extend the dynamic programming method to certain systems parametrized by two-dimensional time. Using dynamic programming arguments, we obtain a maximum principle analogous to the classical principle of Pontryagin.

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Available abstract

We extend the dynamic programming method to certain systems parametrized by two-dimensional time. Using dynamic programming arguments, we obtain a maximum principle analogous to the classical principle of Pontryagin.

Key concepts: Pontryagin's minimum principle, Dynamic programming, Optimal control, Maximum principle, Mathematics, Mathematical optimization, Computer science, Control theory (sociology)

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