AM  Vol.6 No.14 , December 2015
Analytic Solutions to Optimal Control Problems with Constraints
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.
Cite this paper: Wu, D. (2015) Analytic Solutions to Optimal Control Problems with Constraints. Applied Mathematics, 6, 2326-2339. doi: 10.4236/am.2015.614205.

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