Sufficient optimality conditions for problems controlled by ordinary differential equations with behavior of blowup | Zendy

Nowakowski Andrzej | Zendy

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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.

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