Lecture Notes Containing an Elementary Introduction to Optimal Control |
Common terms and phrases
assume assumption Bellman equation boundary condition calculus of variations chapter closed loop co-state equation coin components constant constraint control law control variable cost criterion deduce defined derivative differential equation dp/dt dx/dt dynamic programming equal equations of motion equivalent example exists exp(-At Figure final formula function p(t furnace given gives Go(s Hamiltonian hence impulse response initial condition input x(t integral interval intuitive Lagrange multipliers Laplace transform limit linear system loop control LQP problem mathematical matrix maximum principle method Minimize minimum n-vector negative obtain open loop control optimal control problem optimal control theory optimal path optimal solution orbit output P₁ parameters Pontryagin theory positive possible probability quadratic region result s-plane satisfied scalar singular control solve stochastic switching curve t₁ t₂ tangent space temperature theorem throw transfer function turnpike V₁ V₂(T vector vector space x₁ Xi+1 zero