Hamilton‐Jacobi inequalities and the optimality conditions in the problems of control with common end constraints

Hamilton‐Jacobi inequalities and the optimality conditions in the problems of control with common end constraints

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Article ID: iaor20119654
Volume: 72
Issue: 9
Start Page Number: 1808
End Page Number: 1821
Publication Date: Sep 2011
Journal: Automation and Remote Control
Authors: ,
Keywords: control, programming: dynamic, differential equations
Abstract:

The canonical theory of the necessary and sufficient conditions for global optimality based on the sets of nonsmooth solutions of the differential Hamilton‐Jacobi inequalities of two classes of weakly and strongly monotone Lyapunov type functions was developed. These functions enable one to estimate from above and below the objective functional of the optimal control problem and determine the internal and external approximations of the reachability set of the controlled dynamic system.

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