Abdul Latif Ai-Tamimi, E., JasimAi-Jawari, N. (2008). ON THE EXISITENCE OF THE SOLUTION TO THE HAMILTON-JACOBI EQUATION BY USING THE DUAL DYNAMICAL PROGRAMMING. , 49(1), 178-187.
Entisar Abdul Latif Ai-Tamimi; Naseif JasimAi-Jawari. "ON THE EXISITENCE OF THE SOLUTION TO THE HAMILTON-JACOBI EQUATION BY USING THE DUAL DYNAMICAL PROGRAMMING". , 49, 1, 2008, 178-187.
Abdul Latif Ai-Tamimi, E., JasimAi-Jawari, N. (2008). 'ON THE EXISITENCE OF THE SOLUTION TO THE HAMILTON-JACOBI EQUATION BY USING THE DUAL DYNAMICAL PROGRAMMING', , 49(1), pp. 178-187.
Abdul Latif Ai-Tamimi, E., JasimAi-Jawari, N. ON THE EXISITENCE OF THE SOLUTION TO THE HAMILTON-JACOBI EQUATION BY USING THE DUAL DYNAMICAL PROGRAMMING. , 2008; 49(1): 178-187.

ON THE EXISITENCE OF THE SOLUTION TO THE HAMILTON-JACOBI EQUATION BY USING THE DUAL DYNAMICAL PROGRAMMING

Iraqi Journal of Science
Article 1, Volume 49, Issue 1, 2008, Pages 178-187
Authors
Entisar Abdul Latif Ai-Tamimi; Naseif JasimAi-Jawari
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.
Keywords
Lagrange problem; Optimal control; Hamilton; Jacobi equation; dynamic programming; dual value function; Bolza problem
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