Hamiltonian (control Theory) - Definition of The Hamiltonian

Definition of The Hamiltonian

H(x,\lambda,u,t)=\lambda^T(t)f(x,u,t)+L(x,u,t) \,

where is a vector of costate variables of the same dimension as the state variables .

For information on the properties of the Hamiltonian, see Pontryagin's minimum principle.

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