A Remarkable Property of the Dynamic Optimization Extremals.pdfVIP

2 A Remarkable Property of the Dynamic 0 0 ∗ 2 Optimization Extremals c e D Delfim F. M. Torres 6 delfim@mat.ua.pt ] C RD Unit Mathematics and Applications O Department of Mathematics h. University of Aveiro t 3810-193 Aveiro, Portugal a m [ 1 v Abstract 2 0 We give conditions under which a function F (t, x, u, 0 , ) satisfies 1 the relation dF = ∂F + ∂F ∂H − ∂F ∂H along the Pontryagin extremals 2 dt ∂t ∂x ∂ ∂ ∂x 1 (x(), u(), 0 , ()) of an optimal control problem, where H is the cor- 2 responding Hamiltonian. The relation generalizes the well known fact 0 that the equality dH = ∂H holds along the extremals of the problem, / dt ∂t h and that in the autonomous case H ≡ constant. As applications of t a the new relation, methods for obtaining conserved quantities along the m Pontryagin extremals and for characterizing problems possessing given : constants of the motion are obtained. v i X Keywords: dynamic optimization, optimal control, Pontryagin extremals, r a constants of the motion. 1 Introduction A dynamic optimization continuous problem poses the question of what is