Optimal control with asymptotic stability constraints

• Type: Article in International Conference Proceedings Book
• Date: 2006

Authors

Fernando Lobo Pereira (Author) FEUP; Geraldo Nunes Silva (Author) FEUP

Conference proceedings International

Title: DINCON 2006 - Brazilian Conference on Dynamics

Scientific classification

FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering

Other information

Abstract (EN): : In this article, we address the infinite horizon problem of optimizing a given performance criterion by choosing control strategies whose trajectories are asymptotically stable. In a first stage, we state and discuss suf- ficient conditions of optimality conditions in the form of an Hamilton-Jacobi-Bellman equation, and, based on them. Then, we present necessary conditions of optimality in the form of a maximum principle and show how it can be derived from an auxiliary optimal control problem with mixed constraints.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 4