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A variational problem and optimal control

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  • A variational problem involving two variables, the state and the control variables, is reduced to another variational problem in which the objective has no control variable, but the constrained identity has one. We then establish that the two problems are equivalent with the same optimal (state) solution under some conditions.
    Mathematics Subject Classification: Primary: 46G12, 28B20; Secondary: 54C65.


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