A group-theoretic approach to the reducibility problem of optimal processes

DOI10.1134/S0005117920070012MaRDI QIDQ828090zbMATH OpenOpenAlexFDO

Authors K. G. Garaev

Publication date 14 January 2021

Published in Automation and Remote Control (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1134/s0005117920070012

zbMATH Keywords

Bellman equationoptimal controlreducibility of optimal processestheory of Lie groups

Mathematics Subject Classification ID

Analysis on real and complex Lie groups (22E30) Transform methods (e.g., integral transforms) applied to PDEs (35A22) Existence theories for optimal control problems involving relations other than differential equations (49J21)

Review text

Not only differential equations for mechanical problems can be solved by geometric means, a method tracing back to Poisson and Jacobi, but in general all coupled differential equations, including also nonlinear ones, leading to a fundamental application of Lie groups. One of the applications is found in controlled processes for which the performance has to be optimised. In this paper the author deals with such a process in general and explains how he couples of the system of differential equations, and the performance functional can be reduced to e.g. an atonomous system, the variables of this new system being obtained by applying a smooth bijective transformation or diffeomorphism. The quite abstract considerations are illustrated by a single example, i.e. the solution of a differential equation of order n with a time dependent simple control term. In this example the system of differential equations can be split up and solved via quadrature. Even though I am not an expert on the field of such kinds of systems of differential equations and their solutions, the method applied here reminds closely to the solution of another differential equation with an autonomous starting point, namely the solution of the renormalisation group equation and the subsequent calculation of the Wilson coefficients. I assume that the expert on this field will draw benefit from this short and concise publication.

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Cited in

(1)

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