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arXiv math/0301276math.OCmath-phmath.MP
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Integrals of Motion for Discrete-Time Optimal Control Problems

Delfim F. M. Torres

英文摘要:

We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.

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