Hamiltonian approach to sufficient optimality conditions (Francesca Chittaro, Univ. Toulon)
Séminaire « Analyse numérique et équations aux dérivées partielles »
Salle de réunion M2
The celebrated Pontryagin Maximum Principle (PMP) provides
a (first order) necessary condition for the optimality of trajectories
of optimal control problems. In most cases, however, a trajectory
satisfying PMP is not optimal. For these reasons, additional
optimality conditions are required.
In this context, Hamiltonian methods are quite effective in
establishing sufficient optimality conditions. In this talk, after a
brief review of the main ideas of the general method, we will focus on
optimal control problems associated with control-affine dynamics and integral costs liner with respect to control. Costs of this form are very common in problems modeling neurobiology, mechanics and fuel-consumption.
a (first order) necessary condition for the optimality of trajectories
of optimal control problems. In most cases, however, a trajectory
satisfying PMP is not optimal. For these reasons, additional
optimality conditions are required.
In this context, Hamiltonian methods are quite effective in
establishing sufficient optimality conditions. In this talk, after a
brief review of the main ideas of the general method, we will focus on
optimal control problems associated with control-affine dynamics and integral costs liner with respect to control. Costs of this form are very common in problems modeling neurobiology, mechanics and fuel-consumption.
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