Hamilton-Jacobi-Bellman equations on time scales
In this paper, we consider a class of optimal control problems on time scales without state constraints, target conditions or the fixed terminal time. We first present and show a time scale version of the Bellman optimality principle. On this basis, using a chain rule of multivariables on time scale...
| Main Authors: | , , |
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| Format: | Journal Article |
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Pergamon
2009
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| Online Access: | http://hdl.handle.net/20.500.11937/3004 |
| Summary: | In this paper, we consider a class of optimal control problems on time scales without state constraints, target conditions or the fixed terminal time. We first present and show a time scale version of the Bellman optimality principle. On this basis, using a chain rule of multivariables on time scales, we will derive Hamilton-Jacobi-Bellman equations on a time scale for these kind of optimal control problems. Finally, the quantum time scale is considered as an example to illustrate our results. © 2009 Elsevier Ltd. All rights reserved. |
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