Solution to an optimal control problem via canonical dual method (Q983361)
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| Language | Label | Description | Also known as |
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| English | Solution to an optimal control problem via canonical dual method |
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Solution to an optimal control problem via canonical dual method (English)
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22 July 2010
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Summary: The analytic solution to an optimal control problem is investigated using the canonical dual method. By means of the Pontryagin principle and a transformation of the cost functional, the optimal control of a nonconvex problem is obtained. It turns out that the optimal control can be expressed by the costate via canonical dual variables. Some examples are illustrated.
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