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Problem of Optimal Control. Constraints on Phase Coordinates, Minimax Problem

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Lectures on Mathematical Theory of Extremum Problems

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 67))

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Abstract

In this lecture we shall consider a more general problem of optimal control, in which there are also constraints on the phase coordinates of the type G(x(t), t) ≤ 0 for all t.

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© 1972 Springer-Verlag Berlin · Heidelberg

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Girsanov, I.V., Poljak, B.T. (1972). Problem of Optimal Control. Constraints on Phase Coordinates, Minimax Problem. In: Poljak, B.T. (eds) Lectures on Mathematical Theory of Extremum Problems. Lecture Notes in Economics and Mathematical Systems, vol 67. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-80684-1_15

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  • DOI: https://doi.org/10.1007/978-3-642-80684-1_15

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-05857-1

  • Online ISBN: 978-3-642-80684-1

  • eBook Packages: Springer Book Archive

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