Hamiltonian (control theory)
Function used in optimal control theory / From Wikipedia, the free encyclopedia
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The Hamiltonian is a function used to solve a problem of optimal control for a dynamical system. It can be understood as an instantaneous increment of the Lagrangian expression of the problem that is to be optimized over a certain time period.[1] Inspired by—but distinct from—the Hamiltonian of classical mechanics, the Hamiltonian of optimal control theory was developed by Lev Pontryagin as part of his maximum principle.[2] Pontryagin proved that a necessary condition for solving the optimal control problem is that the control should be chosen so as to optimize the Hamiltonian.[3]