Article | REF: R7427 V1

Optimum control

Authors: Pierre BORNE, Frédéric ROTELLA

Publication date: July 10, 1996

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3. Determining optimal control. Maximum principle

3.1 Canonical Hamilton equations

In order to simplify the presentation of the results, we will use a quantity, called the Hamiltonian of the system, defined by the relation :

implementing both the scalar r used in the criterion to be minimized (3)...

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Determining optimal control. Maximum principle