Speaker:
Prof. R. Vinter
Abstract:
Estimates on the distance of a nominal state trajectory from the set of state trajectories that are confined to a closed set have an important unifying role in optimal control theory. They can be used to establish non-degeneracy of optimality conditions such as the Pontryagin Maximum Principle, to show that the value function describing the sensitivity of the minimum cost to changes of the initial condition is characterized as a unique generalized solution to the Hamilton Jacobi equation, and for numerous other purposes. We discuss the validity of various presumed distance estimates and their implications, recent counter-examples illustrating some unexpected pathologies and pose some open questions.
Prof. R. Vinter
Abstract:
Estimates on the distance of a nominal state trajectory from the set of state trajectories that are confined to a closed set have an important unifying role in optimal control theory. They can be used to establish non-degeneracy of optimality conditions such as the Pontryagin Maximum Principle, to show that the value function describing the sensitivity of the minimum cost to changes of the initial condition is characterized as a unique generalized solution to the Hamilton Jacobi equation, and for numerous other purposes. We discuss the validity of various presumed distance estimates and their implications, recent counter-examples illustrating some unexpected pathologies and pose some open questions.
The podcast Hamilton Institute Seminars (iPod / small) is embedded on this page from an open RSS feed. All files, descriptions, artwork and other metadata from the RSS-feed is the property of the podcast owner and not affiliated with or validated by Podplay.