The linear optimal control problem with variable endpoints.
Given a deterministic optimal control problem (OCP) with value function, say , we introduce a linear program and its dual whose values satisfy . Then we give conditions under which (i) there is no duality gap
We show how we can transform the and control problems of descriptor systems with invariant zeros on the extended imaginary into problems with state-space systems without such zeros. Then we present necessary and sufficient conditions for existence of solutions of the original problems. Numerical algorithm for control is given, based on the Nevanlinna-Pick theorem. Also, we present an explicit formula for the optimal controller.
Any two-input left-invariant control affine system of full rank, evolving on the Euclidean group SE (2), is (detached) feedback equivalent to one of three typical cases. In each case, we consider an optimal control problem which is then lifted, via the Pontryagin Maximum Principle, to a Hamiltonian system on the dual space 𝔰𝔢 (2)*. These reduced Hamilton − Poisson systems are the main topic of this paper. A qualitative analysis of each reduced system is performed. This analysis...
We study a finite horizon problem for a system whose evolution is governed by a controlled ordinary differential equation, which takes also account of a hysteretic component: namely, the output of a Preisach operator of hysteresis. We derive a discontinuous infinite dimensional Hamilton–Jacobi equation and prove that, under fairly general hypotheses, the value function is the unique bounded and uniformly continuous viscosity solution of the corresponding Cauchy problem.
We study a finite horizon problem for a system whose evolution is governed by a controlled ordinary differential equation, which takes also account of a hysteretic component: namely, the output of a Preisach operator of hysteresis. We derive a discontinuous infinite dimensional Hamilton–Jacobi equation and prove that, under fairly general hypotheses, the value function is the unique bounded and uniformly continuous viscosity solution of the corresponding Cauchy problem.