Here, the optimal control problem is extended to include parameters whose optimal values are to be determined The simplest example of such a problem is the free final time problem in which the time is normalized by the final time. The final time then appears in the optimal control problem as a parameter. Another example is the case where the dynamical system and its operation are being optimized simultaneously. Consider the minimization of the launch mass of a multistage missile that is to hit a fixed final point in a given time. In addition to the optimization of the trajectory, it is desired to optimize the missile design with respect to parameters such as the stage payload masses, the stage burn times, and so on.
KeywordsOptimal Control Problem Performance Index Final Time Conjugate Point Differential Condition
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