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Hamiltonian (control theory) : ウィキペディア英語版
Hamiltonian (control theory)
The Hamiltonian of optimal control theory was developed by Lev Pontryagin as part of his minimum principle.〔I. M. Ross ''A Primer on Pontryagin's Principle in Optimal Control'', Collegiate Publishers, 2009.〕 It was inspired by, but is distinct from, the Hamiltonian of classical mechanics. Pontryagin proved that a necessary condition for solving the optimal control problem is that the control should be chosen so as to minimize the Hamiltonian. For details see Pontryagin's minimum principle.
== Notation and Problem statement ==

A control u(t) is to be chosen so as to minimize the objective function
:
J(u)=\Psi(x(T))+\int^T_0 L(x,u,t) dt

where x(t) is the system state, which evolves according to the state equations
:
\dot=f(x,u,t) \qquad x(0)=x_0 \quad t \in ()

and the control must satisfy the constraints
:
a \le u(t) \le b \quad t \in ()


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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