Re: How to solve a dynamic control problem?
- From: Harold Fellermann <dadapapa@xxxxxxxxxxxxxx>
- Date: Wed, 24 Oct 2007 13:32:01 -0000
On Sep 24, 5:25 am, Fan <fyan...@xxxxxxxxx> wrote:
Hi, everyone
Suppose we have a dynamical system as
\dot{x} = f (x, \beta), where x is nx1 vector and \beta is a vector of
control variables (with the same dimension as x).
My question is how can we solve the following optimization problem:
min g(x, \beta)
subject to
\dot{x} = f (x, \beta)
x(0)=x0, x(T)=x1
Thank you very much for your suggestion,
Fan
You might want to have a look at calculus of variation:
http://mathworld.wolfram.com/CalculusofVariations.html
- harold -
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