• DocumentCode
    831368
  • Title

    A verification theorem which provides a necessary and sufficient condition for optimality

  • Author

    Vinter, R.B. ; Lewis, R.M.

  • Author_Institution
    Imperial College of Science and Technology, London, England
  • Volume
    25
  • Issue
    1
  • fYear
    1980
  • fDate
    2/1/1980 12:00:00 AM
  • Firstpage
    84
  • Lastpage
    89
  • Abstract
    A well-known sufficient condition for optimality involving the Bellman equation of dynamic programming applies only in exceptional circumstances when the Bellman equation has a smooth solution. We give a nontechnical presentation, with examples, of a refinement of this condition involving a partial differential inequality which is necessary as well as sufficient for optimality.
  • Keywords
    Dynamic programming; Nonlinear systems, continuous-time; Optimal control; Calculus; Costs; Dynamic programming; Equations; Laboratories; Open loop systems; Optimal control; Sufficient conditions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102233
  • Filename
    1102233