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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.