Abstract
This paper justifies dynamic programming PDEs for optimal control problems with performance criteria involving curvilinear integrals. The main novel feature, relative to the known theory, is that the multitime dynamic programming PDEs are now connected to the multitime maximum principle. For the first time, an interesting and useful connection between the multitime maximum principle and the multitime dynamic programming is given, characterizing the optimal control by means of a PDE system that may be viewed as a multitime feedback law.
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