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Duality between cost and density in optimal control

Rantzer, Anders LU and Hedlund, Sven LU (2003) In Proceedings. 42nd IEEE Conference on Decision and Control, 2003 2. p.1218-1221
Abstract
A theorem on duality between cost functions and density functions in optimal control is derived using the Hahn-Banach theorem. The result puts focus on convexity aspects in control synthesis and the theory of almost global stability. In particular, it gives a new proof that existence of a density function is both necessary and sufficient for almost global stability in a nonlinear system.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
duality, optimal control, Density function, stability
in
Proceedings. 42nd IEEE Conference on Decision and Control, 2003
volume
2
pages
1218 - 1221
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
external identifiers
  • wos:000189434100210
  • scopus:1542329037
ISSN
0191-2216
ISBN
0-7803-7924-1
DOI
language
English
LU publication?
yes
id
1327ae03-5ead-4910-aa6b-591571b2a379 (old id 536807)
date added to LUP
2007-09-24 16:44:45
date last changed
2018-05-29 10:22:55
@inproceedings{1327ae03-5ead-4910-aa6b-591571b2a379,
  abstract     = {A theorem on duality between cost functions and density functions in optimal control is derived using the Hahn-Banach theorem. The result puts focus on convexity aspects in control synthesis and the theory of almost global stability. In particular, it gives a new proof that existence of a density function is both necessary and sufficient for almost global stability in a nonlinear system.},
  author       = {Rantzer, Anders and Hedlund, Sven},
  booktitle    = {Proceedings. 42nd IEEE Conference on Decision and Control, 2003},
  isbn         = {0-7803-7924-1},
  issn         = {0191-2216},
  keyword      = {duality,optimal control,Density function,stability},
  language     = {eng},
  pages        = {1218--1221},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  title        = {Duality between cost and density in optimal control},
  url          = {http://dx.doi.org/},
  volume       = {2},
  year         = {2003},
}