Foundations of the Calculus of Variations and Optimal Control

Terry L. Friesz ()
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Terry L. Friesz: Pennsylvania State University

Chapter Chapter 3 in Dynamic Optimization and Differential Games, 2010, pp 79-146 from Springer

Abstract: Abstract In this chapter, we treat time as a continuum and derive optimality conditions for the extremization of certain functionals.We consider both variational calculus problems that are not expressed as optimal control problems and optimal control problems themselves. In this chapter, we relie on the classical notion of the variation of a functional. This classical perspective is the fastest way to obtain useful results that allow simple example problems to be solved that bolster one’s understanding of continuous-time dynamic optimization.

Keywords: Optimal Control Problem; Optimal Control Theory; Minimum Principle; Terminal Time; Adjoint Variable (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/978-0-387-72778-3_3

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