Regular Optimal Control Problems with Quadratic Final Penalties

• Autores: Costanza, Vicente
• Año de publicación: 2008
• Idioma: inglés
• Tipo de recurso: artículo
• Materia: Optimal Control; Nonlinear Systems; Boundary Problems
• Institución: Consejo Nacional de Investigaciones Científicas y Técnicas

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.
Fil: Costanza, Vicente. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Desarrollo Tecnológico Para la Industria Química. Universidad Nacional del Litoral. Instituto de Desarrollo Tecnológico Para la Industria Química; Argentina