Title :
Comments on "A discrete optimal control problem for descriptor systems" [with reply]
Author :
Ravn, H.F. ; Lin, Jin-Yi ; Yang, Zong-Han
Author_Institution :
Inst. of Math. Stat. & Oper. Res., Tech. Univ. of Denmark, Lyngby, Denmark
Abstract :
In the above-mentioned work (see ibid., vol.34, p.177-81 (1989)), necessary and sufficient optimality conditions are derived for a discrete-time optimal problem, as well as other specific cases of implicit and explicit dynamic systems. The commenter corrects a mistake and demonstrates that there is not an ´if and only if´ correspondence between stationarity conditions and minimization of the Hamiltonian. In replying, Lin and Yang acknowledge this and also give a version of theorem two in the context of their response to achieve a balance.<>
Keywords :
discrete time systems; optimal control; Hamiltonian; descriptor systems; discrete optimal control; dynamic systems; minimization; necessary conditions; stationarity conditions; sufficient optimality conditions; Brownian motion; Calculus; Density functional theory; Equations; Filtering theory; Motion control; Optimal control; Statistics; Steady-state; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on