Nonconvex duality in optimal control

We derive a representation of the minimum cost of an optimal control problem in terms of the upper envelope of generalized semisolutions of the Hamilton--Jacobi equation.

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	SIAM journal on control and optimization 2005, Vol.43 (6), p.2036-2048
Hauptverfasser:	CLARKE, F. H, NOUR, C
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Approximation Computer science control theory systems Control system synthesis Control theory. Systems Exact sciences and technology Hypotheses Inequality Mathematical programming Operational research and scientific management Operational research. Management science Viscosity
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	We derive a representation of the minimum cost of an optimal control problem in terms of the upper envelope of generalized semisolutions of the Hamilton--Jacobi equation.
ISSN:	0363-0129 1095-7138
DOI:	10.1137/S0363012903429554