Abstract
In Chap. II optimality problems were studied through differential properties of mappings into the space of controls. The method of Dynamic Programming takes a different approach. In Dynamic Programming a family of fixed initial point control problems is considered. The minimum value of the performance criterion is considered as a function of this initial point. This function is called the value function. Whenever the value function is differentiable it satisfies a first order partial differential equation called the partial differential equation of dynamic programming.
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© 1975 Springer-Verlag New York Inc.
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Fleming, W., Rishel, R. (1975). Dynamic Programming. In: Deterministic and Stochastic Optimal Control. Applications of Mathematics, vol 1. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-6380-7_4
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DOI: https://doi.org/10.1007/978-1-4612-6380-7_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6382-1
Online ISBN: 978-1-4612-6380-7
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