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Operations research, linear programming, control theory, systems theory, optimal control, game theory
1
vote
0
answers
165
views
Pontryagin principle for optimal control problem with a terminal cost involving the control
Let $T >0$ and consider the problem of minimizing
$$
P(v(.)) \triangleq \int_0^T l(x_t,v_t) d t + h(x_T)
$$
over a broad class of control $v(.)$ where
\begin{equation}
\dot x_t = f(x_t,v_t),
\quad x …
1
vote
1
answer
213
views
how to impose a terminal condition in a minimisation problem?
Consider the problem of minimising
$$
J(u(.)) \triangleq \int_0^T l(x(t),u(t)) d t + \phi(x(T)), \: T> 0
$$
over a space of controls $\mathcal{U}$
with the constraint
$$
\dot x(t) = f(x(t),u(t)), \: …