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article · 2004

Solutions of the optimal feedback control problem using hamiltonian dynamics and generating functions

We show that the optimal cost function that satisfies the Hamilton-Jacobi-Bellman (HJB) equation is a generating function for a class of canonical transforma...

16 citationsDOI: https://doi.org/10.1109/cdc.2003.1272775
Solutions of the optimal feedback control problem using hamiltonian dynamics and generating functions