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Equations of attainable set dynamics, part 2: Partial differential equations

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Abstract

We derive three partial differential equations describing the attainable set dynamics from the local integral funnel equation. They can be considered as new partial differential equations for optimal control. The Bellman equation is a special case of one of them. Three examples are given.

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References

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Communicated by G. Leitmann

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Panasyuk, A.I. Equations of attainable set dynamics, part 2: Partial differential equations. J Optim Theory Appl 64, 367–377 (1990). https://doi.org/10.1007/BF00939454

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