A variational maximum principle for classical optimal control problems

被引:0
|
作者
Dykhta, VA [1 ]
机构
[1] Irkutsk State Acad Econ, Irkutsk, Russia
基金
俄罗斯基础研究基金会;
关键词
Dynamic System; Mechanical Engineer; Vector Field; Control Problem; System Theory;
D O I
10.1023/A:1015169929684
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A necessary condition of optimality-the variational maximum principle-for continuous dynamic optimization problems under linear unbounded control and trajectory terminal constraints is studied. It holds for optimal control problems, which are characterized by the commutativity of vector fields corresponding to the components of a linear control in the dynamic system (Frobenius-type condition). For these problems, the variational maximum principle, being a first-order necessary condition of optimality, is a stronger version of the Pontryagin maximum principle. Examples are given.
引用
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页码:560 / 567
页数:8
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