Examinations for terminal condition of Lagrange multiplier for heat transfer control problems

This paper presents a method to express the terminal condition of Lagrange multiplier by the solution of the steady adjoint equation. In the control problem based on the adjoint equation method, the terminal condition of Lagrange multiplier has been set zero to satisfy the stationary condition of the extended performance function. Therefore, there is a possibility that the control value near the terminal time cannot be appropriately expressed. To solve this problem, a method to express the terminal condition of Lagrange multiplier by the solution of the steady adjoint equation is proposed and examined. Finally, to confirm the propriety of the proposed method, this method is applied to the sequential control problem, and some remarks are made. Copyright q 2007 John Wiley & Sons, Ltd