Sufficient optimality conditions for problems controlled by ordinary differential equations with behavior of blowup
Andrzej Nowakowski · Optimal Control Applications and Methods · 2020
Summary We study the blowup problem for nonautonomous systems of ordinary differential equations. Sufficient optimality conditions for the controlled blowup time are derived, in terms of a dual dynamic programming methodology. We define an ε‐optimal value function and we construct sufficient ε‐optimality conditions for that function again in terms of a dual dynamic programming inequality.