A Fixed-Point Characterization of the Optimal Costate in Finite-Horizon Optimal Control Problems

DOI10.1109/TAC.2020.3021403MaRDI QIDQ4957605zbMATH OpenOpenAlexFDO

Authors Mario Sassano, Alessandro Astolfi

Publication date 9 September 2021

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2020.3021403

zbMATH Keywords

Hamiltonian dynamicsnonlinear control systemsoptimal control

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi equations in optimal control and differential games (49L12) Duality theory (optimization) (49N15)

Cited in

(3)

• Constructive design of open-loop Nash equilibrium strategies that admit a feedback synthesis in LQ games
• A note on an intertemporal cost function for a class of dynamic problems
• scientific article; zbMATH DE number 4006130 (Why is no real title available?)

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