Solution to an optimal control problem via canonical dual method

Authors:
Jinghao Zhu;Jiani Zhou
Affiliations:
Department of Applied Mathematics, Tongji University, Shanghai, China;Department of Mathematics, Tongji University, Shanghai, China
Venue:
Journal of Control Science and Engineering
Year:
2009

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Abstract

The analytic solution to an optimal control problem is investigated using the canonical dual method. By means of the Pontryagin principle and a transformation of the cost functional, the optimal control of a nonconvex problem is obtained. It turns out that the optimal control can be expressed by the costate via canonical dual variables. Some examples are illustrated.