Solutions of any optimal control problem are described by trajectories of a Hamiltonian system. The system is intrinsically associated to the problem by a procedure that is a geometric elaboration of the Lagrange multipliers rule. The intimate relation of the optimal control and Hamiltonian dynamics is fruitful for both domains; among other things, it leads to a clarification and a far going generalization of important classical results about Riemannian geodesic flows.

Hamiltonian systems and optimal control / Agrachev, Andrey. - (2008), pp. 143-156. (Intervento presentato al convegno NATO School "Hamiltonian Dynamical Systems and Applications" tenutosi a Montreal, Canada nel 18-29 June 2007) [10.1007/978-1-4020-6964-2_8].

Hamiltonian systems and optimal control

Agrachev, Andrey
2008-01-01

Abstract

Solutions of any optimal control problem are described by trajectories of a Hamiltonian system. The system is intrinsically associated to the problem by a procedure that is a geometric elaboration of the Lagrange multipliers rule. The intimate relation of the optimal control and Hamiltonian dynamics is fruitful for both domains; among other things, it leads to a clarification and a far going generalization of important classical results about Riemannian geodesic flows.
2008
Hamiltonian Dynamical Systems and Applications
143
156
Springer Verlag
Agrachev, Andrey
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11767/15505
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