连续最优控制问题的Lagrange对偶解法

An algorithm on lagrange duality for solving the continuous optimal control problem

本文利用数学规划中的 L agrange对偶及 L agrange乘子理论 ,并根据最优控制与数学规划的关系 ,给出了连续最优控制问题的有别于一般方法的解法——非线性规划的 L agrange对偶解法 ,并就两类具有简单目标泛函的连续最优控制问题的 L

In this paper , according to the relation of the programming and the optimal control , and using the lagrange multiplier and lagrange dual theory , we introduce an algorithm which is different from general algorithm for solving the continuous optimal problem In addition , two classes of continuous optimal control with simple objective function are discussed