Fixed Final Time: First Differential
First differential conditions are developed for a standard optimal control problem with fixed final time. The conditions are the Euler-Lagrange equations and the natural boundary conditions. These equations are to be solved for the optimal controls and states. For problems not explicitly containing the time, a first integral is shown to exist. Several examples are presented to illustrate the application of the theory.
KeywordsOptimal Control Problem Performance Index Minimal Path Natural Boundary Condition Differential Condition
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