| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6417690 | Journal of Mathematical Analysis and Applications | 2016 | 24 Pages |
Abstract
We study the dynamic programming principle (DPP for short) on manifolds, obtain the Hamilton-Jacobi-Bellman (HJB for short) equation, and prove that the value function is the only viscosity solution to the HJB equation. Then, we investigate the relation between DPP and Pontryagin's maximum principle (PMP for short), from which we obtain PMP on manifolds.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Li Deng,