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Integrals of Motion for Discrete-Time Optimal Control Problems

Delfim F. M. Torres
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Abstract

We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.

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Delfim F. M. Torres. 2003-01-24. Integrals of Motion for Discrete-Time Optimal Control Problems. https://arxiv.org/abs/math/0301276

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