Hostname: page-component-745bb68f8f-d8cs5 Total loading time: 0 Render date: 2025-01-14T13:22:33.805Z Has data issue: false hasContentIssue false
  • English
  • Français

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
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

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

[1]Canon, M., Cullum, D. and Polak, E., Theory of optimal control and mathematical programming (McGraw-Hill, New York, 1970).Google Scholar
[2]Kleindorfer, P., Kriebels, C., Thompson, G. and Kleindorfer, G., “Discrete optimal control of production plans’, Management Science 22 (1975), 261–273.CrossRefGoogle Scholar
[3]Kohn, M. and Plessner, Y., “An applicable model of optimal marketing policy’, Operations Research 21 (1973), 401–412.CrossRefGoogle Scholar
[4]Peterson, E. L., “Geometric programming’, SIAM Review 18 (1976), 1–52.CrossRefGoogle Scholar