Exploiting Characteristics in Stationary Action Problems
Connections between the principle of least action and optimal control are explored with a view to describing the trajectories of energy conserving systems, subject to temporal boundary conditions, as solutions of corresponding systems of characteristics equations on arbitrary time horizons. Motivate...
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Veröffentlicht in: | Applied mathematics & optimization 2021-12, Vol.84 (Suppl 1), p.733-765 |
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description | Connections between the principle of least action and optimal control are explored with a view to describing the trajectories of energy conserving systems, subject to temporal boundary conditions, as solutions of corresponding systems of characteristics equations on arbitrary time horizons. Motivated by the relaxation of least action to stationary action for longer time horizons, due to loss of convexity of the action functional, a corresponding relaxation of optimal control problems to stationary control problems is considered. In characterizing the attendant stationary controls, corresponding to generalized velocity trajectories, an auxiliary stationary control problem is posed with respect to the characteristic system of interest. Using this auxiliary problem, it is shown that the controls rendering the action functional stationary on arbitrary time horizons have a state feedback representation, via a verification theorem, that is consistent with the optimal control on short time horizons. An example is provided to illustrate application via a simple mass-spring system. |
doi_str_mv | 10.1007/s00245-021-09784-6 |
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Motivated by the relaxation of least action to stationary action for longer time horizons, due to loss of convexity of the action functional, a corresponding relaxation of optimal control problems to stationary control problems is considered. In characterizing the attendant stationary controls, corresponding to generalized velocity trajectories, an auxiliary stationary control problem is posed with respect to the characteristic system of interest. Using this auxiliary problem, it is shown that the controls rendering the action functional stationary on arbitrary time horizons have a state feedback representation, via a verification theorem, that is consistent with the optimal control on short time horizons. 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subjects | Applied mathematics Boundary conditions Calculus of Variations and Optimal Control Optimization Control Convexity Hilbert space Mass-spring systems Mathematical and Computational Physics Mathematical functions Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics, Applied Numerical and Computational Physics Optimal control Optimization Partial differential equations Physical Sciences Principle of least action Science & Technology Simulation State feedback Systems Theory Theoretical Trajectory control Velocity |
title | Exploiting Characteristics in Stationary Action Problems |
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