Korean J. Math. Vol. 23 No. 2 (2015) pp.283-291
DOI: https://doi.org/10.11568/kjm.2015.23.2.283

Value function and optimality conditions

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Published: Jun 30, 2015
Keywords:
Value function, Optimal conditions, Generalized derivatives.
Mathematics Subject Classification:
49J21, 49K21.

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Kyung Eung Kim
Department of Mathematics School of Liberal Arts Seoul National University of Science and Technology Seoul 139-743, Korea

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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