Dynamic Programming for Optimal Control Problems with Delays in the Control Variable
نویسندگان
چکیده
منابع مشابه
Dynamic Programming for Optimal Control Problems with Delays in the Control Variable
We study a class of optimal control problems with state constraint, where the state equation is a differential equation with delays in the control variable. This class of problems arises in some economic applications, in particular in optimal advertising problems. The optimal control problem is embedded in a suitable Hilbert space, and the associated Hamilton–Jacobi–Bellman (HJB) equation is co...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2014
ISSN: 0363-0129,1095-7138
DOI: 10.1137/110840649