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The determining set in the infinite horizon problem of optimal control
Author(s) -
Stern Lynnell E.
Publication year - 1984
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660050208
Subject(s) - set (abstract data type) , optimal control , mathematics , adjoint equation , homogeneous , horizon , mathematical optimization , computer science , mathematical analysis , differential equation , combinatorics , geometry , programming language
This paper will study the adjoint vector in the infinite horizon optimal control problem. The approach used is to translate the adjoint vector, by means of the fundamental solution of the homogeneous variational equation, back to the initial time. Thus, the set of adjoint vectors ‘satisfying the maximum principle’ will be formed at the initial time. This set will be called the ‘determining set’ and will then be used to ascertain conditions of optimality. Properties, applications and an example of the determining set are given.