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Optimal control problems under disturbances

  • Hans Josef Pesch
Optimal Control
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 143)

Abstract

Perturbations in optimal control problems are discussed. Problems including those with state and/or control constraints and discontinuities are considered. The perturbations may appear in the functional, as well as in the dynamics, the boundary conditions or the inequality constraints. It is shown that an optimal solution of the disturbed control problem depending continuously differentiably upon the perturbations exists in a neighborhood of an optimal solution of the undisturbed problem under an assumption which has to be intrinsically fulfilled for virtually all of the important numerical methods for the computation of boundary value problems. These methods may be used when the multipoint boundary value problem resulting from the necessary conditions has to be solved.

Key Words

Optimal control problems perturbations neighboring extremals closed-loop controls feedback controls shooting methods accessory minimum problem conjugate point condition 

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Copyright information

© International Federation for Information Processing 1990

Authors and Affiliations

  • Hans Josef Pesch
    • 1
  1. 1.Mathematisches InstitutTechnische Universität MünchenMünchen 2

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