The Dual Dynamic Programming for Studying Bolza Control Problem

The Dual Dynamic Programming for Studying Bolza Control Problem

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This book presents problem of Bolza and study the existence of solution to the partial differential equation of dynamic programming by using dual dynamic programming method and describes the properties of dual ¿-value function for Bolza problem. While there may not exist the minimizer for the Bolza problem in control theory, therefore, this book discuses the existence of approximate solution for Bolza problem.