Dynamic programming approach to the optimal control of systems governed by Goursat-Darboux equations

The method of dynamic programming is extended to a class of ‘two-dimensional time’ problems, the Goursat-Darboux systems (hyperbolic systems with initial-boundary data on characteristics). A formal derivation of a maximum principle of Pontryagin's type is obtained by using the ‘semi-dynamic programming’ equations. Controlled Goursat-Darboux systems have applications to the probiems of gas absorption and drying processes.

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