the maximum principle and hamilton-jacobi theory optimal control

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The Maximum Principle and Hamilton-Jacobi Theory Optimal Control. Dr. Hatem Elaydi Islamic University of Gaza EE Department Spring 2012 Lecture 5. 4.1 Variational approach with terminal time not fixed. 4.2 Weierstrass -Erdmann Conditions. - PowerPoint PPT Presentation

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The Maximum Principle and Hamilton-Jacobi Theory Optimal Control

Dr. Hatem ElaydiIslamic University of GazaEE Department

Spring 2012Lecture 5

The Maximum Principle and Hamilton-Jacobi TheoryOptimal Control4.1 Variational approach with terminal time not fixed

2Dr. H. Elaydi, EE Dept, IUG, Spring 2012 3Dr. H. Elaydi, EE Dept, IUG, Spring 2012

4Dr. H. Elaydi, EE Dept, IUG, Spring 2012

4.2 Weierstrass-Erdmann Conditions5Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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4.3 The Bolza Problem No Inequality Constraints11Dr. H. Elaydi, EE Dept, IUG, Spring 2012

4.3.1 Continuous optimal control problem fixed beginning and terminal times no inequality constraints12Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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Example 4.3.119Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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4.3.2 COCP - fixed beginning & unspecified terminal times - no inequality constraints22Dr. H. Elaydi, EE Dept, IUG, Spring 2012

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4.4 The Bolza problem with inequality constraintsDr. H. Elaydi, EE Dept, IUG, Spring 2012294.4.1 The maximum principle with control variable inequality constraints

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34Dr. H. Elaydi, EE Dept, IUG, Spring 201235Dr. H. Elaydi, EE Dept, IUG, Spring 201236Dr. H. Elaydi, EE Dept, IUG, Spring 201237Dr. H. Elaydi, EE Dept, IUG, Spring 201238Dr. H. Elaydi, EE Dept, IUG, Spring 201239Dr. H. Elaydi, EE Dept, IUG, Spring 201240Dr. H. Elaydi, EE Dept, IUG, Spring 2012