Global principle for free-endpoint problems in optimal control and differential games

Value function and necessary conditions

Value function and necessary conditions in optimal control problems for differential-difference inclusions

✍ Leonid I. Minchenko; Alexey A. Volosevich 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 165 KB

This paper deals with the optimal control problems for di erential-di erence inclusions subject to endpoint constraints. We follow a twofold goal. First, we develop a method for estimating the generalized gradients of value function in the problems above. Second, we use these estimates for obtaining