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- W4230430379 abstract "Publisher SummaryThis chapter discusses several generalizations of the problem of Mayer. Multiplier functions are associated with the optimal trajectory for an unconstrained problem. These functions also satisfy certain initial and terminal relations, depending on the specifications of the problem. The optimal control function minimizes, at each point, the derivative of the optimal value function—this derivative can be expressed in terms of the multiplier functions—and can be determined by setting the partial derivative with respect to the control of the derivative of the optimal value function equal to zero. If the control function is explicitly restricted by an inequality constraint, the optimal trajectory still has multiplier functions associated with it satisfying the same differential equations and the same boundary conditions as in the unconstrained case. The optimal control still minimizes, over all admissible controls, the derivative of the optimal value function. The optimal control minimizes the derivative of the optimal value function over all admissible controls, with the minimization implying that the control impulse response function equals zero when the optimal control lies at an interior point of the admissible control space, but it does not necessarily equals zero when the control is at its bound." @default.
- W4230430379 created "2022-05-11" @default.
- W4230430379 date "1965-01-01" @default.
- W4230430379 modified "2023-09-27" @default.
- W4230430379 title "CHAPTER V Inequality Constraints" @default.
- W4230430379 doi "https://doi.org/10.1016/s0076-5392(08)60939-x" @default.
- W4230430379 hasPublicationYear "1965" @default.
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