A Fixed-Point Characterization of the Optimal Costate in Finite-Horizon Optimal Control Problems

DOI10.1109/TAC.2020.3021403zbMath1470.49047OpenAlexW3083468964MaRDI QIDQ4957605

Alessandro Astolfi, Mario Sassano

Publication date: 9 September 2021

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2020.3021403

zbMATH Keywords

optimal controlnonlinear control systemsHamiltonian dynamics

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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