Hamiltonian Dynamical Systems and Applications pp 143-156 | Cite as
Hamiltonian systems and optimal control
Conference paper
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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