A duality approach ot discrete time control theory
Scott, C.H.; Jefferson, T.R.; Jefferson T.R.; University of New South Wales
Журнал:
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics
Дата:
1978
Аннотация:
AbstractIn this paper we use the theory of generalized geometric programming to develop a dual for a discrete time convex optimal control problem. This has interesting interpretational implications. Further it is shown that the variables in the dual problem are intimately related to the costate vector in the usual Maximum Principle approach.
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