A perturbation approach on a class of optimal control problems, unifying the pontryagin and dynamic programming approach
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This article consider special ways of solving time dependent (non-autonomous) systems. Different types of time-dependent Optimal Control Problems in the setting of a Hamiltonian Formulation, are considered and the emphasis is on analytic solutions by expansion techniques. Such analytic solutions serve as very powerful tools in the testing and verification procedure for numerical schemes attacking more general types of problems. Also the Unification of the Pontryagin and Dynamic Programming Approach is discussed.
UtgiverNorwegian School of Economics and Business Administration. Department of Finance and Management Science