In particular, I am looking for a result for the uniqueness of an optimal control problem in which the dynamical system is nonlinear ODE, with pure state constraint. The optimal control problem is to minimise the cost functional $$ J(x(t),u(t)) = \int_0^1 F(x(t),u(t)) dt, $$ subject to the differential equations $$ \dot x=f(x(t),u(t)), $$ the constraint $$ h(x(t),t) \geq 0, $$ with initial and final condititons $$ x(0)=x_0,x(1)=x_1.$$ I have found some results but those were mostly concerned with PDEs.
2026-03-27 15:59:38.1774627178
Are there any known results on the uniqueness of solution of an optimal control problem?
167 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in CONTROL-THEORY
- MIT rule VS Lyapunov design - Adaptive Control
- Question on designing a state observer for discrete time system
- Do I really need quadratic programming to do a Model Predictive Controller?
- Understanding Definition of Switching Sequence
- understanding set of controllable state for switched system
- understanding solution of state equation
- Derive Anti Resonance Frequency from Transfer Function
- Laplace Transforms, show the relationship between the 2 expressions
- Laplace transform of a one-sided full-wave rectified...
- Controlled Markov process - proper notation and set up
Related Questions in OPTIMAL-CONTROL
- Do I really need quadratic programming to do a Model Predictive Controller?
- Transforming linear dynamical system to reduce magnitude of eigen values
- Hamiltonian minimization
- An approximate definition of optimal state trajectory of a discrete time system
- Reference request: Symmetric Groups and linear control systems
- Does the Pontryagrin maximum principle in sequential order result in same minimum?
- I can't get my Recursive Least Square algorithm work - What have I miss?
- Will LQR act like MPC in reality?
- Find which gain the process will be unstable?
- How do I find the maximum gain limit for a delayed system?
Related Questions in NONLINEAR-DYNAMICS
- Numerical solution for a two dimensional third order nonlinear differential equation
- How to find the equation for a manifold of a nonlinear dynamical system?
- Can a 2 cycle occur in logistic map for r=4?
- $w =\operatorname{arcsinh}(1+2\operatorname{arcsinh}(1+2^2\operatorname{arcsinh}(1+2^{2^2}\operatorname{arcsinh}(1+\dotsm$
- Intuition behind dense orbits
- How to find out the critical angle of a ball separating the circle?
- Extended class K function properties
- construction of henon map
- Rigorous interpretation of $\lim_{\|x\|\rightarrow\infty}f(x)$
- How to approximate the following equation?
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
Optimal control solutions are not unique in general. In fact, because of its infinite-dimensional nature, it is even difficult to classify the uniqueness of the solution. In my limited knowledge, I have not seen any literature claiming the uniqueness of the solution. Even optimality can only be guaranteed in a local setting for a particular initial condition and not in a global setting. If optimality cannot be guaranteed in a global setting, uniqueness is much more difficult to prove.