Hamilton-Jacobi-Bellman equations on time scales

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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...

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Bibliographic Details
Main Authors:	Zhan, Z., Wei, W., Xu, Honglei
Format:	Journal Article
Published:	Pergamon 2009
Online Access:	http://hdl.handle.net/20.500.11937/3004

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