Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality (Q1897462)
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English | Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality |
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Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality (English)
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20 November 1995
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Near-optimization is as sensible and important as optimization for both theory and applications. This paper concerns dynamic near-optimization, or near-optimal control, for systems governed by deterministic ordinary differential equations. Necessary and sufficient conditions for near- optimal control are studied. It is shown that any near-optimal control nearly maximizes the Hamiltonian in some integral sense, and vice versa, if some additional concavity conditions are imposed. Error estimates for both the near-optimality of the controls and the near-maximality of the Hamiltonian are obtained. A number of examples are presented to illustrate these results.
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adjoint functions
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Ekeland's principle
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dynamic programming
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necessary and sufficient conditions
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dynamic near-optimization
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near-optimal control
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systems governed by deterministic ordinary differential equations
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Hamiltonian
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