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
Hauptverfasser: Basco, Vincenzo, Dower, Peter M., McEneaney, William M., Yegorov, Ivan
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container_issue Suppl 1
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container_title Applied mathematics & optimization
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creator Basco, Vincenzo
Dower, Peter M.
McEneaney, William M.
Yegorov, Ivan
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.
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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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