NDLI: The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations

Content Provider	Scilit
Author	Barron, Emmanuel Nicholas Jensen, Robert
Copyright Year	1986
Description	We prove the Pontryagin Maximum Principle for the Lagrange problem of optimal control using the fact that the value function of the problem is the viscosity solution of the associated Hamilton-Jacobi-Bellman equation. The proof here makes rigorous the formal proof of Pontryagin's principle known for at least three decades.
Related Links	https://www.ams.org/tran/1986-298-02/S0002-9947-1986-0860384-4/S0002-9947-1986-0860384-4.pdf
Ending Page	641
Page Count	7
Starting Page	635
ISSN	00029947
e-ISSN	10886850
DOI	10.2307/2000640
Journal	Transactions of the American Mathematical Society
Issue Number	2
Volume Number	298
Language	English
Publisher	Duke University Press
Access Restriction	Open
Subject Keyword	Mathematical Physics Dynamic Programming Order Partial Pontryagin Maximum Differential Equations Viscosity Solutions Maximum Principle
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics

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The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations