Dr. Hatem Elaydi Islamic University of Gaza EE Department Spring 2012 Lecture 5 The Maximum Principle and Hamilton-Jacobi Theory Optimal Control.

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Presentation transcript:

Dr. Hatem Elaydi Islamic University of Gaza EE Department Spring 2012 Lecture 5 The Maximum Principle and Hamilton-Jacobi Theory Optimal Control

4.1 Variational approach with terminal time not fixed 2 Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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4.2 Weierstrass-Erdmann Conditions 5 Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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4.3 The Bolza Problem – No Inequality Constraints 11 Dr. H. Elaydi, EE Dept, IUG, Spring 2012

4.3.1 Continuous optimal control problem – fixed beginning and terminal times – no inequality constraints 12 Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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Example Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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4.3.2 COCP - fixed beginning & unspecified terminal times - no inequality constraints 22 Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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4.4 The Bolza problem with inequality constraints Dr. H. Elaydi, EE Dept, IUG, Spring The maximum principle with control variable inequality constraints

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