Abstract
We turn now to nonlinear systems with nonquadratic payoffs. We cannot hope for closed-form (explicit) solutions. However, since optimal control is an optimization problem, it is natural to look for necessary conditions of optimality for an optimal control. We explore this question in this section. Since it is a dynamic optimization, the role of time in expressing the necessary condition is important.
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Bensoussan, A. (2018). Deterministic Optimal Control. In: Estimation and Control of Dynamical Systems. Interdisciplinary Applied Mathematics, vol 48. Springer, Cham. https://doi.org/10.1007/978-3-319-75456-7_10
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DOI: https://doi.org/10.1007/978-3-319-75456-7_10
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