Unified approach to calculs of variations and optimal control Cover Image

O jednolitym podejściu do rachunku wariacyjnego i sterowania optymalnego
Unified approach to calculs of variations and optimal control

Author(s): Wiesław Grygierzec
Subject(s): Economy
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: calculus of variations; optimal control; extremal problems with constrains; Lagrange multipliers; Euler-Lagrange equation; Pontryagin maximum principle

Summary/Abstract: Calculus of variations and optimal control theory are on one hand side intensively developing mathematical theories on the other at the center of both of them lies investigating of extremal problems. In connection with extremal problems there naturally arise questions important for mathematics and applications: 1) does there exist a solution of the problem? 2) is the solution unique? 3) how to really find the solution? For problems with constrains, a general principle was proposed by Lagrange. This idea can be generalized far beyond the limits of the problems that he considered. In the paper we present unified formulation of problems of calculus of variations and optimal control in connection with Lagrange principle.

  • Issue Year: XIII/2012
  • Issue No: 1
  • Page Range: 118-126
  • Page Count: 9
  • Language: Polish
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