Korean Journal of Mathematics

The Kangwon-Kyungki Mathematical Society (강원경기수학회)
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VALUE FUNCTION AND OPTIMALITY CONDITIONS

  • KIM, KYUNG EUNG (Department of Mathematics School of Liberal Arts Seoul National University of Science and Technology) ;
  • Received : 2015.05.15
  • Accepted : 2015.06.09
  • Published : 2015.06.30
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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.

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References

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