Derivation of a maximum principle for descriptor systems without an admissible initial condition assumption (Q1921955)
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scientific article; zbMATH DE number 923729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivation of a maximum principle for descriptor systems without an admissible initial condition assumption |
scientific article; zbMATH DE number 923729 |
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Derivation of a maximum principle for descriptor systems without an admissible initial condition assumption (English)
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4 February 1997
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The authors study a descriptor system \[ E \dot x(t) = f \bigl( x(t), u(t), t \bigr), \quad Ex(t_0) = Ex_0 \] with the aim of minimizing a general type payoff function over all controls \(u (\cdot)\). By means of the dynamic programming method, they derive necessary conditions in the form of a maximum principle without imposing an admissible initial condition. An illustrative example is provided.
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Hamilton-Jacobi equation
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descriptor system
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dynamic programming
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maximum principle
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0.7856767177581787
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0.7817938923835754
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0.7790159583091736
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