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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1988 Issue 5, Pages 51–61 (Mi at6636)

Deterministic Systems

The main Hamiltonian function and optimality conditions

J. P. Ivanilov

Moscow

Abstract: The basic principles of analytical mechanics such as the least action and release from links (relaxation) used originally in [1,2] to solve dynamic optimal control problems may lead to sufficient conditions in these problems. They help derive Hamilton — Jakobi (Isaacs — Bellman) equations in optimal control problems. Relations, between Hamilton , Isaacs — Bellman, and Rozonoer functions are established. The Krotov optimality principle may also be interpreted in terms of analytical mechanics.

UDC: 517.977


Received: 16.01.1987


 English version:
Automation and Remote Control, 1988, 49:5, 588–597

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© Steklov Math. Inst. of RAS, 2024