Control Theory and Singular Riemannian Geometry

R. W. Brockett
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R. W. Brockett: Harvard University, Division of Applied Sciences

A chapter in New Directions in Applied Mathematics, 1982, pp 11-27 from Springer

Abstract: Abstract This paper discusses the qualitative and quantitative aspects of the solution of a class of optimal control problems, together with related questions concerning a corresponding stochastic differential equation. The class has been chosen to reveal what one may expect for the structure of the set of conjugate points for smooth problems in which existence of optimal trajectories is not an issue but for which Lie bracketing is necessary to reveal the reachable set. It is, perhaps, not too surprising that in thinking about this problem various geometrical analogies are useful and, in the final analysis, provide a convenient language to express the results. Indeed, the geodesic problem of Riemannian geometry is commonly taken to be the paradigm in the calculus of variations; a point of view which is supported by a variety of variational principles such as the theorem of Euler which identifies the path of a freely moving particle on a manifold with a geodesic and the whole theory of general relativity. Nonetheless, the class of variational problems considered here can only be thought of as geodesic problems in some limiting sense in which the metric tends to infinity. For this reason the geodesic analogy has to be developed rather carefully.

Keywords: Vector Bundle; Optimal Control Problem; Riemannian Geometry; Riemannian Space; Conjugate Point (search for similar items in EconPapers)
Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-5651-9_2

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DOI: 10.1007/978-1-4612-5651-9_2

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