Solution to an Optimal Control Problem via Canonical Dual Method

The analytic solution to an optimal control problem is investigated using the canonical dual method. By means of the Pontryagin principle and a transformation of the cost functional, the optimal control of a nonconvex problem is obtained. It turns out that the optimal control can be expressed by the...

Full description

Saved in:
Bibliographic Details
Main Authors: Jinghao Zhu, Jiani Zhou
Format: Article
Language:English
Published: Wiley 2009-01-01
Series:Journal of Control Science and Engineering
Online Access:http://dx.doi.org/10.1155/2009/202094
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1832563426544582656
author Jinghao Zhu
Jiani Zhou
author_facet Jinghao Zhu
Jiani Zhou
author_sort Jinghao Zhu
collection DOAJ
description The analytic solution to an optimal control problem is investigated using the canonical dual method. By means of the Pontryagin principle and a transformation of the cost functional, the optimal control of a nonconvex problem is obtained. It turns out that the optimal control can be expressed by the costate via canonical dual variables. Some examples are illustrated.
format Article
id doaj-art-4d7c7bd3130c4ac18617926bf0b32955
institution Kabale University
issn 1687-5249
1687-5257
language English
publishDate 2009-01-01
publisher Wiley
record_format Article
series Journal of Control Science and Engineering
spelling doaj-art-4d7c7bd3130c4ac18617926bf0b329552025-02-03T01:20:15ZengWileyJournal of Control Science and Engineering1687-52491687-52572009-01-01200910.1155/2009/202094202094Solution to an Optimal Control Problem via Canonical Dual MethodJinghao Zhu0Jiani Zhou1Department of Applied Mathematics, Tongji University, Shanghai 200092, ChinaDepartment of Mathematics, Tongji University, Shanghai 200092, ChinaThe analytic solution to an optimal control problem is investigated using the canonical dual method. By means of the Pontryagin principle and a transformation of the cost functional, the optimal control of a nonconvex problem is obtained. It turns out that the optimal control can be expressed by the costate via canonical dual variables. Some examples are illustrated.http://dx.doi.org/10.1155/2009/202094
spellingShingle Jinghao Zhu
Jiani Zhou
Solution to an Optimal Control Problem via Canonical Dual Method
Journal of Control Science and Engineering
title Solution to an Optimal Control Problem via Canonical Dual Method
title_full Solution to an Optimal Control Problem via Canonical Dual Method
title_fullStr Solution to an Optimal Control Problem via Canonical Dual Method
title_full_unstemmed Solution to an Optimal Control Problem via Canonical Dual Method
title_short Solution to an Optimal Control Problem via Canonical Dual Method
title_sort solution to an optimal control problem via canonical dual method
url http://dx.doi.org/10.1155/2009/202094
work_keys_str_mv AT jinghaozhu solutiontoanoptimalcontrolproblemviacanonicaldualmethod
AT jianizhou solutiontoanoptimalcontrolproblemviacanonicaldualmethod