Integrals of Motion for Discrete-Time Optimal Control Problems
Abstract
Description
We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.
Accepted to be presented at the IFAC Workshop on Control Applications of Optimization - CAO'2003 - to be held in Visegrad, Hungary, 30 June - 2 July 2003, and to appear in the respective conference proceedings. The date of this version is January 24, 2003. See http://www.mat.ua.pt/delfim for other works
Accepted to be presented at the IFAC Workshop on Control Applications of Optimization - CAO'2003 - to be held in Visegrad, Hungary, 30 June - 2 July 2003, and to appear in the respective conference proceedings. The date of this version is January 24, 2003. See http://www.mat.ua.pt/delfim for other works