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• W3083468964 abstract "A fixed-point characterization of the optimal costate in finite-horizon optimal control problems for nonlinear systems is presented. It is shown that the optimal initial condition of the costate variable must be a fixed-point, for any time, of the composition of the forward and backward flows of the underlying Hamiltonian dynamics. Such an abstract property is then translated into a constructive condition by relying on a sequence of repeated Lie brackets involving the Hamiltonian dynamics and evaluated at a single point in the state space. This leads to a system of algebraic equations in the unknown initial optimal costate that allows achieving a desired degree of accuracy of the approximation while always consisting of a number of equations equal to the dimension of the state of the underlying system, regardless of the achieved accuracy. A dual characterization of the optimal terminal value of the state is also discussed, together with a few computational aspects of the proposed strategy." @default.
• W3083468964 created "2020-09-11" @default.
• W3083468964 creator A5018225150 @default.
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• W3083468964 date "2021-08-01" @default.
• W3083468964 modified "2023-09-24" @default.
• W3083468964 title "A Fixed-Point Characterization of the Optimal Costate in Finite-Horizon Optimal Control Problems" @default.
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• W3083468964 doi "https://doi.org/10.1109/tac.2020.3021403" @default.
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