Hamiltonian form of the maximum principle
Revaz Gamkrelidze (2009)
Control and Cybernetics
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Revaz Gamkrelidze (2009)
Control and Cybernetics
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Andrei A. Agrachev, Francesca C. Chittaro (2009)
ESAIM: Control, Optimisation and Calculus of Variations
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We study Hamiltonian systems which generate extremal flows of regular variational problems on smooth manifolds and demonstrate that negativity of the generalized curvature of such a system implies the existence of a global smooth optimal synthesis for the infinite horizon problem. We also show that in the Euclidean case negativity of the generalized curvature is a consequence of the convexity of the Lagrangian with respect to the pair of arguments. Finally, we give a generic classification...
Laura Poggiolini, Gianna Stefani (2008)
Control and Cybernetics
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Bernard Bonnard, Jean-Baptiste Caillau, Emmanuel Trélat (2007)
ESAIM: Control, Optimisation and Calculus of Variations
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The aim of this article is to present algorithms to compute the first conjugate time along a smooth extremal curve, where the trajectory ceases to be optimal. It is based on recent theoretical developments of geometric optimal control, and the article contains a review of second order optimality conditions. The computations are related to a test of positivity of the intrinsic second order derivative or a test of singularity of the extremal flow. We derive an algorithm called COTCOT (Conditions...