A Variational Approach to Optimal Control of ODEs

Pablo Pedregal

xul. de 2022 · Advances in Design and Control Libro 39 · SIAM

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This self-contained book presents in a unified, systematic way the basic principles of optimal control governed by ODEs. Using a variational perspective, the author incorporates important restrictions like constraints for control and state, as well as the state system itself, into the equivalent variational reformulation of the problem. The fundamental issues of existence of optimal solutions, optimality conditions, and numerical approximation are then examined from this variational viewpoint.

Inside, readers will find a unified approach to all the basic issues of optimal control, academic and real-world examples testing the book’s variational approach, and a rigorous treatment stressing ideas and arguments rather than the underlying mathematical formalism.

A Variational Approach to Optimal Control of ODEs is mainly for applied analysts, applied mathematicians, and control engineers, but will also be helpful to other scientists and engineers who want to understand the basic principles of optimal control governed by ODEs. It requires no prerequisites in variational problems or expertise in numerical approximation. It can be used for a first course in optimal control.