Article ID: | iaor20172425 |
Volume: | 38 |
Issue: | 4 |
Start Page Number: | 498 |
End Page Number: | 505 |
Publication Date: | Jul 2017 |
Journal: | Optimal Control Applications and Methods |
Authors: | Yang Shuzhen |
Keywords: | optimization, simulation |
In this study, a deterministic optimal control problem is investigated in which the system is governed by an ordinary differential equation with a general cost functional. In the framework of Fréchet derivatives, we establish the maximum principle with the Hamilton systems for this optimal control problem.