ε-Value Function and Dynamic Programming

  • A. Nowakowski


In this note, we develop a dynamic programming approach for an ε-optimal control problem of Bolza. We prove that each Lipschitz continuous function satisfying the Hamilton-Jacobi inequality (less than zero and greater than −ε) is an ε-value function.


Dynamic programming ε-Optimal control problems ε-Value function Hamilton-Jacobi inequality 


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© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.Faculty of MathematicsUniversity of LodzLodzPoland

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