Regular Optimal Control Problems with Quadratic Final Penalties

Hamilton’s canonical equations (HCEs) have played a central role in Mechanicsafter (i) their equivalence with the principle of least action, and (ii) the variationalcalculus leading to the Euler-Lagrange equation, were established and applied (see[1]). Also, since the foundational work of Pontryagin...

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Detalles Bibliográficos
Autor: Costanza, Vicente
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2008
País:Argentina
Institución:Consejo Nacional de Investigaciones Científicas y Técnicas
Repositorio:CONICET Digital (CONICET)
Idioma:inglés
OAI Identifier:oai:ri.conicet.gov.ar:11336/18581
Acceso en línea:http://hdl.handle.net/11336/18581
Access Level:acceso abierto
Palabra clave:Optimal Control
Nonlinear Systems
Boundary Problems
https://purl.org/becyt/ford/2.4
https://purl.org/becyt/ford/2
Descripción
Sumario:Hamilton’s canonical equations (HCEs) have played a central role in Mechanicsafter (i) their equivalence with the principle of least action, and (ii) the variationalcalculus leading to the Euler-Lagrange equation, were established and applied (see[1]). Also, since the foundational work of Pontryagin [22], HCEs have been atthe core of modern optimal control theory. When the problem concerning ann-dimensional control system and an additive cost objective is regular [19], i.e.when the Hamiltonian H(t, x, lambda, u) of the problem is smooth enough and can beuniquely optimized with respect to u at a control value u0(t, x, lambda) (depending onthe remaining variables), then HCEs appear as a set of 2n ordinary differentialequations whose solutions are optimal state-costate time trajectories.