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A duality approach ot discrete time control theory

Published online by Cambridge University Press:  17 February 2009

C.H. Scott  and
T.R. Jefferson
T.R. Jefferson
Affiliation:
School of Mechanical and Industrial Engineering, University of New South Wales, Kensington, N.S.W. 2033
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Abstract

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In this paper we use the theory of generalized geometric programming to develop a dual for a discrete time convex optimal control problem. This has interesting interpretational implications. Further it is shown that the variables in the dual problem are intimately related to the costate vector in the usual Maximum Principle approach.

Type
Research Article
Information
The ANZIAM Journal , Volume 20 , Issue 3 , June 1978 , pp. 257 - 264
Copyright
Copyright © Australian Mathematical Society 1978

References

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