9. Dynamic programming

9.1 Dynamic programming principle

Consider a family of controlled dynamic systems parameterized by $(x, t) \in ℝ^{n} \times ℝ$ , the state and the initial instant; the dynamics is

\dot{y} (s) = f (u (s),

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(1) - ARONNA (M.S.), BONNANS (J.F.), MARTINON (P.) - A shooting algorithm for optimal control problems with singular arcs - J. Optim. Theory Appl., 158 (2) : 419-459 (2013).
(2) - BARDI (M.), CAPUZZO-DOLCETTA (I.) - Optimal control and viscosity solutions...

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