Some necessary conditions for optimality for a class of optimal control problems which are linear in the control variable (Q1819724): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some necessary conditions for optimality for a class of optimal control problems which are linear in the control variable |
scientific article |
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Some necessary conditions for optimality for a class of optimal control problems which are linear in the control variable (English)
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1987
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Consider the problem of determining a control function u minimizing an integral cost functional which is linear in the control variable. The control and state functions are to satisfy a differential equation which is linear in the control variable, and also constraints on their magnitude. Also, initial and final constraints are present. The author derives some first-order optimality conditions which are then used to obtain the optimal control and trajectory. Some examples are given.
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integral cost functional
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linear in the control variable
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constraints
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first-order optimality conditions
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