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http://dx.doi.org/10.11568/kjm.2015.23.2.283

VALUE FUNCTION AND OPTIMALITY CONDITIONS  

KIM, KYUNG EUNG (Department of Mathematics School of Liberal Arts Seoul National University of Science and Technology)
Publication Information
Korean Journal of Mathematics / v.23, no.2, 2015 , pp. 283-291 More about this Journal
Abstract
In the optimal control problem, at first we search the expected optimal solution by using Pontryagin type's necessary conditions called the maximum principle. Next we use the sufficient conditions to conclude that the searched solution is optimal. In this article the sufficient conditions are studied. The value function is used for sufficient conditions.
Keywords
Value function; Optimal conditions; Generalized derivatives;
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