• DocumentCode
    1546458
  • Title

    Comments on "A discrete optimal control problem for descriptor systems" [with reply]

  • Author

    Ravn, H.F. ; Lin, Jin-Yi ; Yang, Zong-Han

  • Author_Institution
    Inst. of Math. Stat. & Oper. Res., Tech. Univ. of Denmark, Lyngby, Denmark
  • Volume
    35
  • Issue
    8
  • fYear
    1990
  • Firstpage
    985
  • Lastpage
    987
  • Abstract
    In the above-mentioned work (see ibid., vol.34, p.177-81 (1989)), necessary and sufficient optimality conditions are derived for a discrete-time optimal problem, as well as other specific cases of implicit and explicit dynamic systems. The commenter corrects a mistake and demonstrates that there is not an ´if and only if´ correspondence between stationarity conditions and minimization of the Hamiltonian. In replying, Lin and Yang acknowledge this and also give a version of theorem two in the context of their response to achieve a balance.<>
  • Keywords
    discrete time systems; optimal control; Hamiltonian; descriptor systems; discrete optimal control; dynamic systems; minimization; necessary conditions; stationarity conditions; sufficient optimality conditions; Brownian motion; Calculus; Density functional theory; Equations; Filtering theory; Motion control; Optimal control; Statistics; Steady-state; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.58518
  • Filename
    58518