TITLE:
Analytic Solutions to Optimal Control Problems with Constraints
AUTHORS:
Dan Wu
KEYWORDS:
Constrained Optimal Control, Analytic Solution, Canonical Duality Theory, Global Optimization
JOURNAL NAME:
Applied Mathematics,
Vol.6 No.14,
December
31,
2015
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.