An infinite-horizon multistage dynamic optimization problem
โ Scribed by H. R. Babad
- Publisher
- Springer
- Year
- 1995
- Tongue
- English
- Weight
- 990 KB
- Volume
- 86
- Category
- Article
- ISSN
- 0022-3239
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper the relations between the finite horizon optimal control problem with receding horizon and the infinite horizon problem are discussed; the system is assumed to be linear, time-invariant, and stabilizable. The cost function is quadratic but the output in the integral of the cost functio
A solution of the maximum principle is optimal if it is 'surrounded' by solutions of the maximum principle, or 'embedded in a field of extremals'. An extension of this well-known principle to infinite horizon problems, is stated, and a proof of it is outlined. It is especially useful in non-concave