Author/Authors :
AI-Jawari, Naseif Jasim University of Al-Mustansiriyah - College ofScience - Department of Mathematics, Iraq , AI-Tamimi, Entisar Abdul Latif University of Diyala - College of Science - Department of Mathematics, Iraq
Abstract :
Properties of the value function and dual value function for an optimal control problems of Lagrange and Bolza are described. A main theorem is proved, this theorem deals with the existence of a maximum solution to the Hamilton - Jacobi equation for the Lagrange problem, with satisfies the Lipschitz condition by using the dual dynamic programming method. Finally gives an example which illustrates the value of the main theorem.
