Duality between cost and density in optimal control

Anders Rantzer, Sven Hedlund

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceedingpeer-review

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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.
Original languageEnglish
Title of host publicationProceedings. 42nd IEEE Conference on Decision and Control, 2003
PublisherIEEE - Institute of Electrical and Electronics Engineers Inc.
Pages1218-1221
Volume2
ISBN (Print)0-7803-7924-1
DOIs
Publication statusPublished - 2003

Publication series

Name
Volume2
ISSN (Print)0191-2216

Subject classification (UKÄ)

  • Control Engineering

Free keywords

  • duality
  • optimal control
  • Density function
  • stability

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