Math 2.0

Calculus of variations and optimal control; optimization Dynamic programming and Hamilton-Jacobi theory Concept

Carathéodory's royal road

Summary

Carathéodory's royal road is a method to prove that a curve minimises an integral functional of the calculus of variations. One subtracts from the Lagrangian the total derivative of a function S(t,x)S(t, x), which does not change the problem for curves with fixed endpoints. If SS can be chosen so that the new Lagrangian is nonnegative and vanishes along the candidate curve, the candidate is a minimiser. The function SS then solves the Hamilton–Jacobi equation, so the method links sufficient conditions, fields of extremals and Hamilton–Jacobi theory.

Further reading

  1. Web https://en.wikipedia.org/wiki/Calculus_of_variations
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