Conjugate convex functions, duality, and optimal control problems I: Systems governed by ordinary differential equations
نویسندگان
چکیده
This paper presents a general and complete duality theory for optimal control of systems governed by linear ordinary differential equations with a convex cost criterion. Existence theorems for optimal control problems are obtained using the duality theory and a direct relationship between duality and Pontryagin's Maximum Principle is exhibited. Finally, applications to decomposition of optimal control problems are presented.
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ورودعنوان ژورنال:
- Inf. Sci.
دوره 2 شماره
صفحات -
تاریخ انتشار 1970