A Variational Maximum Principle for Classical Optimal Control Problems

被引:0
作者
V. A. Dykhta
机构
[1] Irkutsk State Academy of Economics,
来源
Automation and Remote Control | 2002年 / 63卷
关键词
Dynamic System; Mechanical Engineer; Vector Field; Control Problem; System Theory;
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学科分类号
摘要
A necessary condition of optimality—the variational maximum principle—for continuous dynamic optimization problems under linear unbounded control and trajectory terminal constraints is studied. It holds for optimal control problems, which are characterized by the commutativity of vector fields corresponding to the components of a linear control in the dynamic system (Frobenius-type condition). For these problems, the variational maximum principle, being a first-order necessary condition of optimality, is a stronger version of the Pontryagin maximum principle. Examples are given.
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页码:560 / 567
页数:7
相关论文
共 2 条
[1]  
Dykhta V.A.(1994)The Variational Maximum Principle and Quadratic Optimality Conditions for Pulse and Singular Processes Sib. Mat. Zh. 35 70-82
[2]  
Goh B.S.(1967)Optimal Singular Control for Multi-Input Linear Systems J. Math. Anal. Appl. 20 534-539