cont_dp_references.qmd

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title: "References"
bibliography: 
    - ref_numerical_optimal_control.bib
    - ref_optimal_control.bib
    - ref_model_predictive_control.bib
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    html:
        html-math-method: katex
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Dynamic programming for continuous-time systems is typically not covered in standard texts on dynamic programming, because those mainly focus on discrete-time systems. But there is no shortage of discussions of HJB equation in control theory texts. Our introductory treatment here is based on Section 6.3 in @lewisOptimalControl2012. 

The classical @andersonOptimalControlLinear2007 uses HJB equation as the main tool for solving various version of the LQR problem. 

@liberzonCalculusVariationsOptimal2011 discusses the HJB equation in Chapter 5. In the section 5.2 they also discuss the connection with Pontryagin's principle.