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On Some Nonstandard Dynamic Programming Problems of Control Theory

  • A. B. Kurzhanski
  • P. Varaiya
Chapter
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 79)

Abstract

The present report indicates an array of nonstandard target problems of control under state constraints. The problems are solved through dynamic optimization techniques where the systems are optimalized under nonintegral costs. In the general case this leads to new classes of HJB - type variational inequalities. In the linear case these problems may be treated through duality methods of nonlinear analysis and minimax theory.

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Copyright information

© Springer Science+Business Media, Inc. 2005

Authors and Affiliations

  • A. B. Kurzhanski
    • 1
  • P. Varaiya
    • 2
  1. 1.fac. CMCMoscow State (Lomonosov) UniversityMoscow
  2. 2.EECS, ERLUniversity of California at BerkeleyBerkeley

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