Sufficient Optimality Conditions for Stratified Control Problems
Ştefan Mirică · SIAM Journal on Control and Optimization · 1986
Sufficient optimality conditions of dynamic programming type avoiding the axioms of Boltyan-skii’s “regular synthesis” for control problems that have weakly stratified Hamiltonians are proved. An improved version of Boltyanskii’s “fundamental lemma” is applied to the “value function” defined as the minimum of the cost functional along the solutions of a Hamiltonian inclusion which plays the role of a “system of characteristics” for the Hamilton–Jacobi–Bellman equation of dynamic programming.