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The maximum principle and the Hamilton-Jacobi-Bellman equation

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Extensions of Linear-Quadratic Control Theory

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 27))

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6.5 References

  1. E.B. Lee and L. Markus, Foundations of optimal control theory. Wiley, New York, 1967.

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  2. P.P. Varaiya, Notes on optimization. Van Nostrand, New York, 1972.

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  3. G.F. Bryant and D.Q. Mayne, The maximum principle. International Journal of Control, Vol 20, 1974, pp 1021–1054.

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  4. H. Halkin, Mathematical foundations of system optimization. Chapter 6 of Topies in Optimization, G. Leitmann (ed.), Academic Press, New York, 1967.

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  5. D.H. Jacobson and D.Q. Mayne, Differential dynamic programming. Elsevier, New York, 1970.

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  6. IEEE Transactions on Automatic Control: 1969–1979.

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  7. Journal of Optimization Theory and Applications: 1969–1979.

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  8. International Journal of Control: 1969–1979.

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Additional bibliography

  1. L.S. Pontryagin, V.G. Boltyanskii, R.V. Gamkrelidze and E.F. Mischenko, The mathematical theory of optimal processes. English translation edited by L.W. Neustadt, Wiley Interscience, New York, 1962.

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  2. M.R. Hestenes, Calculus of Variations and Optimal Control. Wiley, New York, 1966.

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  3. V.G. Boltyanskii, The method of tents in the theory of extremum problems. English Trans. in Russian Math. Surveys, 30(3), 1975, pp. 1–54.

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D. H. Jacobson D. H. Martin M. Pachter T. Geveci

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© 1980 Springer-Verlag

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(1980). The maximum principle and the Hamilton-Jacobi-Bellman equation. In: Jacobson, D.H., Martin, D.H., Pachter, M., Geveci, T. (eds) Extensions of Linear-Quadratic Control Theory. Lecture Notes in Control and Information Sciences, vol 27. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004376

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  • DOI: https://doi.org/10.1007/BFb0004376

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  • Print ISBN: 978-3-540-10069-0

  • Online ISBN: 978-3-540-38247-8

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