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Thread: Optimal Control question

  1. #1 Optimal Control question 
    New Member
    Join Date
    Sep 2008
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    1
    Dear all,

    I have more or less standard optimal control problem with one twist. There is an additional constraint that the control function q(x)=1 when x>=p where p is a parameter. Does anyone know how to write a Hamiltonian out of this or how to apply Pontryagin principle to this problem.

    To be specific the problem is something like that

    max_{b,q} int (b(x)q(x) dx)
    s.t. V'(x)=q(x)f'(x-b(x))
    V(x)>=0
    V(x)=q(x)f(x-b(x))
    q(x)=1 when x>=p.

    As I understand without the last line the problem is pretty much standard: q and b are controls, V is state and f is given. But I have no idea how to write a Hamiltonian with the last line.

    Thanks in advance!


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