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The principle of dynamic programming presents an alternative approach to finding the (necessary) optimality conditions for optimal control of ordinary differential equations problems. In this chapter, we apply this approach to several intertemporal optimization problems and compare this approach to the maximum principle of Pontryiagin approach via a simple version of the envelope theorem.

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Introduction to the Dynamic Programming Principle

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  • 发表日期：

    2026年

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  • Paulo B. Brito

摘要

The principle of dynamic programming presents an alternative approach to finding the (necessary) optimality conditions for optimal control of ordinary differential equations problems. In this chapter, we apply this approach to several intertemporal optimization problems and compare this approach to the maximum principle of Pontryiagin approach via a simple version of the envelope theorem.