A perturbation approach on a class of optimal control problems, unifying the pontryagin and dynamic programming approach

dc.contributor.author	Sandal, Leif Kristoffer
dc.contributor.author	Berge, Gerhard
dc.date.accessioned	2006-07-14T09:54:29Z
dc.date.available	2006-07-14T09:54:29Z
dc.date.issued	2000-06
dc.identifier.issn	1500-4066
dc.identifier.uri	http://hdl.handle.net/11250/164049
dc.description.abstract	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.	en
dc.format.extent	1166009 bytes
dc.format.mimetype	application/pdf
dc.language.iso	eng	en
dc.publisher	Norwegian School of Economics and Business Administration. Department of Finance and Management Science	en
dc.relation.ispartofseries	Discussion paper	en
dc.relation.ispartofseries	2000:15	en
dc.title	A perturbation approach on a class of optimal control problems, unifying the pontryagin and dynamic programming approach	en
dc.type	Working paper	en