Free Final Time
In this chapter, the optimal control problem is extended to allow the final time to be free, and the conditions for a minimum are developed anew. Allowing the final time to be free gives rise to a natural boundary condition for determining the optimal final time. Next, the Weierstrass condition and the Legendre-Clebsch condition are presented. Then, the conjugate point condition is developed for nonsingular optimal control problems (H uu > 0). Finally, several example problems are solved.
KeywordsOptimal Control Problem Final Time Optimal Path Conjugate Point Natural Boundary Condition
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