On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory
Copyright policy )On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory
In optimal control problems involving nondifferentiable functions of the state variable, the adjoint differential inclusion can be formulated by either use of the Hamiltonian or the maximized Hamiltonian. In this paper, we solve a production-employment model in which the latter approach must be utilized, since the former does not enable one to determine the optimal policy.
- TU Wien Austria
Controllability, maximized Hamiltonian, Optimality conditions for problems involving ordinary differential equations, nondifferentiable functions, Hamiltonian, envelope theorem, Nondifferentiability (nondifferentiable functions, points of nondifferentiability), discontinuous derivatives, Nonlinear programming, production-employment model, Production models, adjoint differential inclusion
Controllability, maximized Hamiltonian, Optimality conditions for problems involving ordinary differential equations, nondifferentiable functions, Hamiltonian, envelope theorem, Nondifferentiability (nondifferentiable functions, points of nondifferentiability), discontinuous derivatives, Nonlinear programming, production-employment model, Production models, adjoint differential inclusion
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