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costate vector

См. также в других словарях:

  • Costate equations — are related to the state equations used in optimal control. They are stated as a vector of first order differential equations with the right hand side being the vector of partial derivatives of the negative of the Hamiltonian with respect to the… …   Wikipedia

  • Lagrange multiplier — Figure 1: Find x and y to maximize f(x,y) subject to a constraint (shown in red) g(x,y) = c …   Wikipedia

  • Hamiltonian (control theory) — The Hamiltonian of optimal control theory was developed by L. S. Pontryagin as part of his minimum principle. It was inspired by, but is distinct from, the Hamiltonian of classical mechanics. Pontryagin proved that a necessary condition for… …   Wikipedia

  • Pontryagin's minimum principle — Pontryagin s maximum (or minimum) principle is used in optimal control theory to find the best possible control for taking a dynamical system from one state to another, especially in the presence of constraints for the state or input controls. It …   Wikipedia

  • List of mathematics articles (C) — NOTOC C C closed subgroup C minimal theory C normal subgroup C number C semiring C space C symmetry C* algebra C0 semigroup CA group Cabal (set theory) Cabibbo Kobayashi Maskawa matrix Cabinet projection Cable knot Cabri Geometry Cabtaxi number… …   Wikipedia

  • Mechanism design — The Stanley Reiter diagram above illustrates a game of mechanism design. The upper left space Θ depicts the type space and the upper right space X the space of outcomes. The social choice function f(θ) maps a type profile to an outcome. In games… …   Wikipedia

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