翻訳と辞書 |
costate equations : ウィキペディア英語版 | costate equations Costate equations are related to the state equations used in optimal control. (Sometimes they are also referred to as the adjoint equations.) 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 state variables.〔Moritz Diehl: Pontryagin's Maximum Principle()〕
== Interpretation == The costate variables can be interpreted as Lagrange multipliers associated with the state equations. The state equations represent constraints of the minimization problem, and the costate variables represent the marginal cost of violating those constraints; in economic terms the costate variables are the shadow prices.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「costate equations」の詳細全文を読む
スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース |
Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.
|
|