Title :
On the equivalence of higher order variational problems and optimal control problems
Author :
Bloch, A.M. ; Crouch, P.E.
Author_Institution :
Dept. of Math., Michigan Univ., Ann Arbor, MI, USA
Abstract :
We consider the equivalence of higher order variational problems and optimal control problems. Our work is motivated by a series of problems, such as the optimal control of mechanical systems, representation and simulation of stochastic processes, and interpolation problems applied to trajectory generation for control systems, such as aircraft. Generating a Hamiltonian formulation of higher order variational problems is classical and goes back to Ostrogradsky. However, even in the classical variational problem, the relation with optimal control problems has not been studied extensively. Here, we generalize earlier work by the authors to this case
Keywords :
minimisation; optimal control; variational techniques; Hamiltonian formulation; higher order variational problems; interpolation problems; mechanical systems; optimal control problems; stochastic processes; trajectory generation; Control system synthesis; Control systems; Equations; Lagrangian functions; Mathematics; Mechanical systems; Optimal control; Stochastic processes; Systems engineering and theory; Transforms;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.572780