Calculus of Variations and Optimal Control Theory
A Concise Introduction

Daniel Liberzon
University of Illinois at Urbana-Champaign

5. The Hamilton-Jacobi-Bellman equation next up previous contents index
Next: 5.1 Dynamic programming and Up: Calculus of Variations and Previous: 4.6 Notes and references   Contents   Index


5. The Hamilton-Jacobi-Bellman equation


Subsections
Daniel 2010-12-20