Analytic Solutions to Optimal Control Problems with Constraints

Dan Wu

Department of Mathematics, Henan University of Science and Technology, Luoyang, China.

DOI: 10.4236/am.2015.614205                

Abstract

In this paper, the analytic solutions to constrained optimal control problems are considered. A novel approach based on canonical duality theory is developed to derive the analytic solution of this problem by reformulating a constrained optimal control problem into a global optimization problem. A differential flow is presented to deduce some optimality conditions for solving global optimizations, which can be considered as an extension and a supplement of the previous results in canonical duality theory. Some examples are given to illustrate the applicability of our results.

Keywords

Constrained Optimal Control, Analytic Solution, Canonical Duality Theory, Global Optimization

Conflicts of Interest

The authors declare no conflicts of interest.

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