Abstract
Pontryagin and his associates developed the maximum principle for solving continuous-data control problems. Basically the maximum (or minimum) principle provides a set of local necessary conditions for optimality. According to this method, variables analogous to the Lagrange multipliers should be introduced. These variables are often called the co-state or adjoint-system variables. A scalar-value function H, which generally is a function of x,p,u (state, co-state, control vector) and t, named Hamiltonian function of the problem, is also considered.
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© 2015 Alexis Lazaridis
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Lazaridis, A. (2015). Optimal Control of Linear Dynamic Systems. In: Dynamic Systems in Management Science. Palgrave Macmillan, London. https://doi.org/10.1057/9781137508928_9
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DOI: https://doi.org/10.1057/9781137508928_9
Publisher Name: Palgrave Macmillan, London
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