Interior variations in dynamic optimization problems

Abstract:

In this article, the author examines the properties of interior variations and indicates how to use them in order to formulate the necessary condition of optimality for problems of dynamic optimization, in particular, problems of variational calculus and of optimal control. For optimal control problems, an optimization technique based on interior variations and polynomial approximations is suggested and then illustrated by an explanatory example.

Keywords: calculus of variations; optimal control; interior variations; maximum principle

Document Type: Research article

DOI: 10.1080/02331930701761409

Affiliations: 1: Department of Mathematics, University of Valle, Cali, Colombia