optimal control to minimise a path

I'm having issues solving this problem. Here is what I have tried so far.
$$ u=dot {x_1} + x_1 $$
$$ J= frac{1}{2} int_{0}^{t_1}((2x_1)^2+2dot {x_1} x_1 + dot {(x_1)^2})dt$$
Can I proceed and say
$$frac{d}{dt}(frac{partial L}{partial x_1})-frac{partial L}{partial dot {x_1}}=0 $$
or would this be incorrect because I don't have $t_1$?
I also think Pontryagin might help here but I'm not sure how to proceed if that's the case. Thanks in advance!
optimization control-theory hamilton-equations
add a comment |

I'm having issues solving this problem. Here is what I have tried so far.
$$ u=dot {x_1} + x_1 $$
$$ J= frac{1}{2} int_{0}^{t_1}((2x_1)^2+2dot {x_1} x_1 + dot {(x_1)^2})dt$$
Can I proceed and say
$$frac{d}{dt}(frac{partial L}{partial x_1})-frac{partial L}{partial dot {x_1}}=0 $$
or would this be incorrect because I don't have $t_1$?
I also think Pontryagin might help here but I'm not sure how to proceed if that's the case. Thanks in advance!
optimization control-theory hamilton-equations
What have you tried when using Pontryagin?
– Kwin van der Veen
Nov 29 at 23:27
add a comment |

I'm having issues solving this problem. Here is what I have tried so far.
$$ u=dot {x_1} + x_1 $$
$$ J= frac{1}{2} int_{0}^{t_1}((2x_1)^2+2dot {x_1} x_1 + dot {(x_1)^2})dt$$
Can I proceed and say
$$frac{d}{dt}(frac{partial L}{partial x_1})-frac{partial L}{partial dot {x_1}}=0 $$
or would this be incorrect because I don't have $t_1$?
I also think Pontryagin might help here but I'm not sure how to proceed if that's the case. Thanks in advance!
optimization control-theory hamilton-equations

I'm having issues solving this problem. Here is what I have tried so far.
$$ u=dot {x_1} + x_1 $$
$$ J= frac{1}{2} int_{0}^{t_1}((2x_1)^2+2dot {x_1} x_1 + dot {(x_1)^2})dt$$
Can I proceed and say
$$frac{d}{dt}(frac{partial L}{partial x_1})-frac{partial L}{partial dot {x_1}}=0 $$
or would this be incorrect because I don't have $t_1$?
I also think Pontryagin might help here but I'm not sure how to proceed if that's the case. Thanks in advance!
optimization control-theory hamilton-equations
optimization control-theory hamilton-equations
asked Nov 29 at 12:15
Robbie Meaney
749
749
What have you tried when using Pontryagin?
– Kwin van der Veen
Nov 29 at 23:27
add a comment |
What have you tried when using Pontryagin?
– Kwin van der Veen
Nov 29 at 23:27
What have you tried when using Pontryagin?
– Kwin van der Veen
Nov 29 at 23:27
What have you tried when using Pontryagin?
– Kwin van der Veen
Nov 29 at 23:27
add a comment |
1 Answer
1
active
oldest
votes
Calling
$$
H(x,u,lambda) = frac{1}{2} left(u(t)^2+x(t)^2right)+lambda (t) (u(t)-x(t))
$$
we have
$$
dotlambda(t) = -frac{partial H}{partial x} = lambda(t)+x(t)\
frac{partial H}{partial u} = lambda(t) + u(t) = 0
$$
Now solving
$$
dotlambda(t) = lambda(t)+x(t)\
lambda(t) + u(t) = 0\
dot x(t)+x(t) = u(t)
$$
we obtain
$$
x(t) = frac{left(7 c_1-3 c_2right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_1-2 c_2right) cosh left(sqrt{2} tright)\
lambda(t) = frac{left(7 c_2-17 c_1right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_2-12 c_1right) cosh left(sqrt{2} tright)
$$
Now including the contour conditions $x(0) = 1, x(t_f) = 2$ we obtain
$$
c_1= 2 sqrt{2} coth left(sqrt{2} t_fright)-4 sqrt{2} text{csch}left(sqrt{2} t_fright)+3\
c_2= 5sqrt{2} coth left(sqrt{2} t_fright)-10 sqrt{2} text{csch}left(sqrt{2} t_fright)+7
$$
Now from the conditions
$$
H_{t_f} = 0\
u(t_f)+lambda(t_f) = 0
$$
we obtain
$$
lambda(t_f) = 2left(-1pmsqrt 2right)
$$
and then follows
$$
t_f = frac{ln 2}{sqrt 2}
$$
etc.
Have you used Pontryagin for this after maximising the Hamiltonian?
– Robbie Meaney
Dec 10 at 9:53
1
@RobbieMeaney Yes The hamiltonian is $H(x,u,lambda)$
– Cesareo
Dec 10 at 10:34
add a comment |
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1 Answer
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active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
Calling
$$
H(x,u,lambda) = frac{1}{2} left(u(t)^2+x(t)^2right)+lambda (t) (u(t)-x(t))
$$
we have
$$
dotlambda(t) = -frac{partial H}{partial x} = lambda(t)+x(t)\
frac{partial H}{partial u} = lambda(t) + u(t) = 0
$$
Now solving
$$
dotlambda(t) = lambda(t)+x(t)\
lambda(t) + u(t) = 0\
dot x(t)+x(t) = u(t)
$$
we obtain
$$
x(t) = frac{left(7 c_1-3 c_2right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_1-2 c_2right) cosh left(sqrt{2} tright)\
lambda(t) = frac{left(7 c_2-17 c_1right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_2-12 c_1right) cosh left(sqrt{2} tright)
$$
Now including the contour conditions $x(0) = 1, x(t_f) = 2$ we obtain
$$
c_1= 2 sqrt{2} coth left(sqrt{2} t_fright)-4 sqrt{2} text{csch}left(sqrt{2} t_fright)+3\
c_2= 5sqrt{2} coth left(sqrt{2} t_fright)-10 sqrt{2} text{csch}left(sqrt{2} t_fright)+7
$$
Now from the conditions
$$
H_{t_f} = 0\
u(t_f)+lambda(t_f) = 0
$$
we obtain
$$
lambda(t_f) = 2left(-1pmsqrt 2right)
$$
and then follows
$$
t_f = frac{ln 2}{sqrt 2}
$$
etc.
Have you used Pontryagin for this after maximising the Hamiltonian?
– Robbie Meaney
Dec 10 at 9:53
1
@RobbieMeaney Yes The hamiltonian is $H(x,u,lambda)$
– Cesareo
Dec 10 at 10:34
add a comment |
Calling
$$
H(x,u,lambda) = frac{1}{2} left(u(t)^2+x(t)^2right)+lambda (t) (u(t)-x(t))
$$
we have
$$
dotlambda(t) = -frac{partial H}{partial x} = lambda(t)+x(t)\
frac{partial H}{partial u} = lambda(t) + u(t) = 0
$$
Now solving
$$
dotlambda(t) = lambda(t)+x(t)\
lambda(t) + u(t) = 0\
dot x(t)+x(t) = u(t)
$$
we obtain
$$
x(t) = frac{left(7 c_1-3 c_2right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_1-2 c_2right) cosh left(sqrt{2} tright)\
lambda(t) = frac{left(7 c_2-17 c_1right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_2-12 c_1right) cosh left(sqrt{2} tright)
$$
Now including the contour conditions $x(0) = 1, x(t_f) = 2$ we obtain
$$
c_1= 2 sqrt{2} coth left(sqrt{2} t_fright)-4 sqrt{2} text{csch}left(sqrt{2} t_fright)+3\
c_2= 5sqrt{2} coth left(sqrt{2} t_fright)-10 sqrt{2} text{csch}left(sqrt{2} t_fright)+7
$$
Now from the conditions
$$
H_{t_f} = 0\
u(t_f)+lambda(t_f) = 0
$$
we obtain
$$
lambda(t_f) = 2left(-1pmsqrt 2right)
$$
and then follows
$$
t_f = frac{ln 2}{sqrt 2}
$$
etc.
Have you used Pontryagin for this after maximising the Hamiltonian?
– Robbie Meaney
Dec 10 at 9:53
1
@RobbieMeaney Yes The hamiltonian is $H(x,u,lambda)$
– Cesareo
Dec 10 at 10:34
add a comment |
Calling
$$
H(x,u,lambda) = frac{1}{2} left(u(t)^2+x(t)^2right)+lambda (t) (u(t)-x(t))
$$
we have
$$
dotlambda(t) = -frac{partial H}{partial x} = lambda(t)+x(t)\
frac{partial H}{partial u} = lambda(t) + u(t) = 0
$$
Now solving
$$
dotlambda(t) = lambda(t)+x(t)\
lambda(t) + u(t) = 0\
dot x(t)+x(t) = u(t)
$$
we obtain
$$
x(t) = frac{left(7 c_1-3 c_2right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_1-2 c_2right) cosh left(sqrt{2} tright)\
lambda(t) = frac{left(7 c_2-17 c_1right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_2-12 c_1right) cosh left(sqrt{2} tright)
$$
Now including the contour conditions $x(0) = 1, x(t_f) = 2$ we obtain
$$
c_1= 2 sqrt{2} coth left(sqrt{2} t_fright)-4 sqrt{2} text{csch}left(sqrt{2} t_fright)+3\
c_2= 5sqrt{2} coth left(sqrt{2} t_fright)-10 sqrt{2} text{csch}left(sqrt{2} t_fright)+7
$$
Now from the conditions
$$
H_{t_f} = 0\
u(t_f)+lambda(t_f) = 0
$$
we obtain
$$
lambda(t_f) = 2left(-1pmsqrt 2right)
$$
and then follows
$$
t_f = frac{ln 2}{sqrt 2}
$$
etc.
Calling
$$
H(x,u,lambda) = frac{1}{2} left(u(t)^2+x(t)^2right)+lambda (t) (u(t)-x(t))
$$
we have
$$
dotlambda(t) = -frac{partial H}{partial x} = lambda(t)+x(t)\
frac{partial H}{partial u} = lambda(t) + u(t) = 0
$$
Now solving
$$
dotlambda(t) = lambda(t)+x(t)\
lambda(t) + u(t) = 0\
dot x(t)+x(t) = u(t)
$$
we obtain
$$
x(t) = frac{left(7 c_1-3 c_2right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_1-2 c_2right) cosh left(sqrt{2} tright)\
lambda(t) = frac{left(7 c_2-17 c_1right) sinh left(sqrt{2} tright)}{sqrt{2}}+left(5 c_2-12 c_1right) cosh left(sqrt{2} tright)
$$
Now including the contour conditions $x(0) = 1, x(t_f) = 2$ we obtain
$$
c_1= 2 sqrt{2} coth left(sqrt{2} t_fright)-4 sqrt{2} text{csch}left(sqrt{2} t_fright)+3\
c_2= 5sqrt{2} coth left(sqrt{2} t_fright)-10 sqrt{2} text{csch}left(sqrt{2} t_fright)+7
$$
Now from the conditions
$$
H_{t_f} = 0\
u(t_f)+lambda(t_f) = 0
$$
we obtain
$$
lambda(t_f) = 2left(-1pmsqrt 2right)
$$
and then follows
$$
t_f = frac{ln 2}{sqrt 2}
$$
etc.
answered Dec 5 at 14:06
Cesareo
8,0483516
8,0483516
Have you used Pontryagin for this after maximising the Hamiltonian?
– Robbie Meaney
Dec 10 at 9:53
1
@RobbieMeaney Yes The hamiltonian is $H(x,u,lambda)$
– Cesareo
Dec 10 at 10:34
add a comment |
Have you used Pontryagin for this after maximising the Hamiltonian?
– Robbie Meaney
Dec 10 at 9:53
1
@RobbieMeaney Yes The hamiltonian is $H(x,u,lambda)$
– Cesareo
Dec 10 at 10:34
Have you used Pontryagin for this after maximising the Hamiltonian?
– Robbie Meaney
Dec 10 at 9:53
Have you used Pontryagin for this after maximising the Hamiltonian?
– Robbie Meaney
Dec 10 at 9:53
1
1
@RobbieMeaney Yes The hamiltonian is $H(x,u,lambda)$
– Cesareo
Dec 10 at 10:34
@RobbieMeaney Yes The hamiltonian is $H(x,u,lambda)$
– Cesareo
Dec 10 at 10:34
add a comment |
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What have you tried when using Pontryagin?
– Kwin van der Veen
Nov 29 at 23:27