An extended functional equation as a necessary and sufficient optimality condition for a discrete, control problem with incomplete information
作者:
Hans-jürgen Sebastian,
Wholfgang Schäfer,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1978)
卷期:
Volume 9,
issue 1
页码: 95-108
ISSN:0323-3898
年代: 1978
DOI:10.1080/02331937808842471
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
For optimal control problems with parameters depending on the time, the extended Bellmanean functional equations are in general only sufficient optimality conditions. It is shown by examples that the optimal control problem may have a greater number of solutions than the functional equation of this problem. However, a sufficient condition of the equality of the solution sets of the optimal control problem and the functional equation is given on the basis of rigorous concavity, too.
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