Optimality conditions for asymptotically stable control processes
In this article, we present and discuss the infinite horizon optimal controlproblem subject to stability constraints. First, we consider optimality conditionsof the Hamilton-Jacobi-Bellman type, and present a method to define a feedbackcontrol strategy. Then, we address necessary conditions of optim...
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| Formato: | book |
| Idioma: | eng |
| Publicado em: |
2006
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| Texto completo: | https://repositorio-aberto.up.pt/handle/10216/71640 |
| País: | Portugal |
| Oai: | oai:repositorio-aberto.up.pt:10216/71640 |
| Resumo: | In this article, we present and discuss the infinite horizon optimal controlproblem subject to stability constraints. First, we consider optimality conditionsof the Hamilton-Jacobi-Bellman type, and present a method to define a feedbackcontrol strategy. Then, we address necessary conditions of optimality in the form ofa maximum principle. These are derived from an auxiliary optimal control problemwith mixed constraints. |
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