- All Journals
- Al-Qadisiyah University
- Basrah University
- Kirkuk University
- Mosul University
- The Iraqi Borad for Medical Specialization
- University of Anbar
- University of Technology
- Al Mustafa University
- Al-Zahraa University for Women
- Alnoor University
- Kunooz University
- Misan University
- Ninevah University
- Tikrit University
- University of Al-Hamdaniya
- University of Kerbala
ON THE EXISTENCE OF A SOLUTION TO THE DUAL PARTIAL DIFFERENTIAL EQUATION OF DYNAMIC PROGRAMMING FOR GENERAL PROBLEMS OF BOLZA AND LAGRANGE | ||
| Journal of Al-Nahrain University - Science | ||
| Article 1, Volume 11, Issue 3, 2008, Pages 143-155 | ||
| Authors | ||
| Naseif Jasim Al-Jawari; Ghazwa Faisal Abid | ||
| Abstract | ||
| A main theorem which deals with the existence of a minimum solution to the dual partial differential equation of dynamic programming for optimal control problems of Bolza and Lagrange is proved. An example illustrates the value of this theorem is given. Properties of the value function and dual value function for problems of Bolza and Lagrange are described. Moreover, for these problems the existence of a maximum solution to the partial differential equation of dynamic programming, which satisfies the Lipschitz condition and which is also the value function is presented. | ||
| Keywords | ||
| Bolza problem; dynamic programming; dual value function; sufficient conditions; Hamilton; Jacobi equation; Lagrange problem | ||
|
Statistics Article View: 136 PDF Download: 47 |
||