Far from optimal, much more efficient. Optimal control allows a control designer to specify the dynamic model and the desired outcomes, and the algorithm will compute an optimized control In section 7, we will use a method called the method of characteristics to obtain necessary conditions for a control system to have optimal control, namely the pontryagin maximum principle
Optimal Control Problems Arising in Mathematical Economics - Literatura
Unlike classical or pid control, optimal control explicitly formulates control design as an optimization problem
It can systematically handle multiple objectives, constraints, and coupled multivariable.
Statement of general problem given the time interval [t0 We now introduce a general and powerful algorithm, namely dynamic programming (dp), for solving the optimal control problem 1.1 The dp algorithm builds upon a quite simple intuition called the bellman. An optimal control problem is defined as the task of determining the state and control variables that optimize a performance index, subject to dynamic constraints, boundary conditions, and specific cost.
