Title :
Application of the Maximum Principle to Infinite Time Interval Systems
Author :
Lees, Leonard H. ; Willetts, Frank G.
Author_Institution :
Department of Electrical Engineering, University of Windsor, Windsor, Ont., Canada.
Abstract :
Pontryagin´s maximum principle is applied to an infinite time interval system. An algebraic method for determining the initial values of the costate vector is presented, thereby eliminating the characteristic two-point boundary value problem.
Keywords :
Boundary value problems; Computer errors; Dynamic programming; Optimal control; Optimization methods; Performance analysis; Poles and zeros; Riccati equations; Transfer functions;
Journal_Title :
Industrial Electronics and Control Instrumentation, IEEE Transactions on
DOI :
10.1109/TIECI.1970.230166
