Speaker: Alessandro Astolfi      

Title: Pontryagin meets Bellman: on combining Pontryagin’s Principle and Dynamic Programming

Language: English  

Time & Venue: 2026.01.13  15:30-16:30  南楼N219

Abstract: The interplay between Pontryagin’s Minimum Principle and Bellman’s Principle of Optimality is exploited to revisit optimal control problems. This interplay allows characterizing the optimal feedback as the fixed point of a nonlinear static map and, in the finite horizon case, it allows a similar characterization for the optimal costate. The interplay also reveals that the underlying Hamiltonian system can be externally stabilized to reliably compute approximate optimal feedback strategies. Applications of these ideas and tools to the design of novel algorithm for the solution of AREs, to iterative learning, and to differential game theory are also discussed.
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