Integrals of Motion for Discrete-Time Optimal Control Problems

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Torres, Delfim F. M. (2003)
  • Subject: Mathematics - Optimization and Control | Mathematical Physics | 39A12 | 49-99

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.
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