The costate equation is related to the state equation used in optimal control. It is also referred to as auxiliary, adjoint, influence, or multiplier...
3 KB (279 words) - 11:43, 18 July 2022
f(x)}{\partial x}}} which after replacing the appropriate terms recovers the costate equation − λ ˙ ( t ) = ∂ I ∂ x + λ ( t ) ∂ f ( x ) ∂ x ⏟ = ∂ H ∂ x {\displaystyle...
10 KB (1,461 words) - 18:14, 31 July 2023
differential equations for the state variables), and the terminal time (the n {\displaystyle n} differential equations for the costate variables; unless...
22 KB (3,975 words) - 08:46, 9 August 2024
multiplier vector λ {\displaystyle \lambda } is the solution to the costate equation and its terminal conditions: If x ( T ) {\displaystyle x(T)} is fixed...
12 KB (1,645 words) - 17:18, 24 November 2023
{\vec {c}}} in the adjoint equation, whereas the diffusion term remains self-adjoint. Adjoint state method Costate equations Jameson, Antony (1988). "Aerodynamic...
5 KB (1,055 words) - 11:49, 13 August 2023
constrained trajectory. In control theory this is formulated instead as costate equations. Moreover, by the envelope theorem the optimal value of a Lagrange...
50 KB (7,780 words) - 03:10, 29 July 2024
principle — infinite-dimensional version of Lagrange multipliers Costate equations — equation for the "Lagrange multipliers" in Pontryagin's minimum principle...
70 KB (8,336 words) - 05:14, 24 June 2024
optimal control theory, the concept of shadow price is reformulated as costate equations, and one solves the problem by minimization of the associated Hamiltonian...
27 KB (3,684 words) - 19:48, 28 February 2024
the term "primer vector" to refer to the adjoint variables in the costate equation associated with the velocity vector, pointing out their fundamental...
5 KB (273 words) - 14:36, 5 March 2024
problems is to solve for the costate (sometimes called the shadow price) λ ( t ) {\displaystyle \lambda (t)} . The costate summarizes in one number the...
32 KB (4,711 words) - 04:55, 19 August 2024
Ramsey–Cass–Koopmans model (category Differential equations)
\left[f(k)-(n+\delta )k-c\right]} where μ {\displaystyle \mu } is the costate variable usually economically interpreted as the shadow price. Because...
27 KB (3,802 words) - 21:39, 6 May 2024
1793–6. doi:10.1109/9.467672. Fahroo, Fariba; Ross, I. Michael (2001). "Costate Estimation by a Legendre Pseudospectral Method". Journal of Guidance, Control...
15 KB (1,510 words) - 02:43, 26 August 2024
Bond graph (section State equations)
substituted for equation 4, while in equation 4, f 2 {\displaystyle f_{2}} can be replaced by f 3 {\displaystyle f_{3}} due to equation 3, which can then...
82 KB (7,240 words) - 10:17, 5 August 2024
corvell- costa cost- rib accost, bicostate, coast, coastal, costa, costal, costate, curvicostate, entrecôte, infracostal, intercostal, intracoastal, multicostate...
317 KB (336 words) - 19:23, 19 August 2024
x/\partial \theta } the control. As usual in optimal control the costate evolution equation must satisfy ∂ ν ∂ θ = − ∂ H ∂ x = − ( ∂ V ∂ x ( x , θ ) − 1 −...
32 KB (4,977 words) - 06:36, 26 July 2024
Camila C. Francolin, David A. Benson, William W. Hager, Anil V. Rao. "Costate Estimation in Optimal Control Using Integral Gaussian Quadrature Orthogonal...
23 KB (3,023 words) - 10:50, 9 February 2024