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Interior variations in dynamic optimization problems
Abstract:In this article, the author examines the properties of interior variations and indicates how to use them in order to formulate the necessary condition of optimality for problems of dynamic optimization, in particular, problems of variational calculus and of optimal control. For optimal control problems, an optimization technique based on interior variations and polynomial approximations is suggested and then illustrated by an explanatory example.
Keywords:calculus of variations  optimal control  interior variations  maximum principle
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