Optimal Quadratic Control
Variational Calculus & Continuous Optimal
Control
Dr. Hatem Elaydi
Islamic University of Gaza
EE Department
Spring 2012
Lecture 3
Dynamic Optimization without Constraints
 Euler-Lagrange equations
 Associated transversality conditions
 Admissible trajectory
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Transversality Conditions
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Sufficient Conditions for (Weak) Extrema
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Unspecified Terminal time problem
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3.5 Euler-Lagrange equations &
Transversality conditions-vector case
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3.6 A variational approach
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3.7 Dynamic optimization with equality
constraints-Lagrange multipliers
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3.8 Dynamic optimization with inequality
constraints
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Homework
 3.1
 3.3
 3.5
 3.7
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