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The discrete complementary variational principle and optimal control systems

 

作者: W. L. CHAN,   G. G. LEININGER†,  

 

期刊: International Journal of Control  （Taylor Available online 1974）
卷期: Volume 19, issue 1  

页码: 33-45

 

ISSN:0020-7179

 

年代: 1974

 

DOI:10.1080/00207177408932608

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A discrete complementary variational principle is developed and applied to linear and non-linear discrete-time optimal control systems. Using the variational approach, a primal-dual relationship is established. This relationship provides a precise measure of system suboptimality independent of anya prioriknowledge of the optimal solution.

 

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