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On the Generalized Duality Principle for State-Constrained Control and State Estimation Under Impulsive Inputs

In: Control Systems and Mathematical Methods in Economics

Author

Listed:
  • Alexander B. Kurzhanski

    (Moscow State University
    University of California at Berkeley)

Abstract

This paper compares solutions to the problem of optimal control under scale of inputs that range from impulses of higher order to differentiable functions with that of guaranteed state estimation under unknown but bounded inputs taken within the same range. Indicated is a similarity between duality of these problems in the systems sense and in the sense of mathematical programming.

Suggested Citation

  • Alexander B. Kurzhanski, 2018. "On the Generalized Duality Principle for State-Constrained Control and State Estimation Under Impulsive Inputs," Lecture Notes in Economics and Mathematical Systems, in: Gustav Feichtinger & Raimund M. Kovacevic & Gernot Tragler (ed.), Control Systems and Mathematical Methods in Economics, pages 119-146, Springer.
    • Handle: RePEc:spr:lnechp:978-3-319-75169-6_7
    DOI: 10.1007/978-3-319-75169-6_7
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