The Existence of the Approximate Solution for the Hamilton_Jacobi equation by Using the Dual Dynamic Programming
Abstract
Stability of an approximation of a minimum for a control problem of Bolza is investigated. The dual dynamic programming method is used. An -value function and a dual -value function are defined. Several properties of these functions are presented. The verification theorems are proved.
Keywords
Calculus of variations and optimal control. Approximate minimum, dual dynamic programming, dual - value functionMetrics