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Constrained ODEs by Optimal Control
Author

Paul J. Scott
Organization: Huntsman Marine Science Center
Old MathSource #

0208-673
Revision date

1997-05-01
Description

A system of n ordinary differential equations and a system of m algebraic equations in terms of n+m variables are considered. Two optimal control problems are formulated for directing an arbitrary initial point to the constraint set, where the algebraic equations are satisfied. A third optimal control problem directs trajectories in the constraint set.
Subjects

*Applied Mathematics > Optimization
*Mathematics > Calculus and Analysis > Differential Equations
Keywords

ordinary differential equations, equality constraints, optimal control
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close.ma (96.8 KB) - Mathematica notebook for close approach
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