Hi all,
I have encountered one problem in Optimal control problems. Generally one will be given the state equstoins for any optimal control problem and then he has to form the Hamiltonian.
From there , by applying Speepest Descent one can get the solution. To do it, the intial values of state vectors and final values of the co-state vectors are required. Generaly we will take the initial values of the state vectors depending up on the environmental and physical factors of the physical systems.
1)Then , how can we assume the values of final co-state values?
2)How can we get the better optimal solution for tha same ?
Can anybody help me ? Sai Kumar.