Hamiltonian systems and optimal control

  • Andrei Agrachev
Conference paper
Part of the NATO Science for Peace and Security Series book series (NAPSB)

Solutions of any optimal control problem are described by trajectories of a Hamiltonian system. The system is intrinsically associated to the problem by a procedure that is a geometric elaboration of the Lagrange multipliers rule. The intimate relation of the optimal control and Hamiltonian dynamics is fruitful for both domains; among other things, it leads to a clarification and a far going generalization of important classical results about Riemannian geodesic flows.

Keywords

Quadratic Form Hamiltonian System Optimal Control Problem Morse Index Admissible Pair 
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Copyright information

© Springer Science + Business Media B.V 2008

Authors and Affiliations

  • Andrei Agrachev
    • 1
  1. 1.SISSA, Trieste and MIANRussia

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