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Sufficient optimality conditions for problems controlled by ordinary differential equations with behavior of blowup
Author(s) -
Nowakowski Andrzej
Publication year - 2020
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.2596
Subject(s) - bellman equation , ordinary differential equation , mathematics , dual (grammatical number) , dynamic programming , function (biology) , differential (mechanical device) , construct (python library) , mathematical optimization , value (mathematics) , dynamic equation , differential equation , mathematical analysis , computer science , nonlinear system , biology , programming language , physics , quantum mechanics , art , statistics , literature , evolutionary biology , aerospace engineering , engineering
Summary We study the blowup problem for nonautonomous systems of ordinary differential equations. Sufficient optimality conditions for the controlled blowup time are derived, in terms of a dual dynamic programming methodology. We define an ε ‐optimal value function and we construct sufficient ε ‐optimality conditions for that function again in terms of a dual dynamic programming inequality.