.

54006
email : karampet@math.auth.gr
. ,
,
.
,

.
Abtsract. Optimal Control Theory has its roots in the development of a
major field of Mathematics: the Calculus of Variations. The main scope of
this work is twofold: a) to trace the development of the calculus of
variations, and b) to refer to the primary target of the optimal control theory.

1.1


.
,
.
(70-19 ..) ,
9 .. ,
,
.
, ,


, ,

 .
,
,
, , ,
. (circumdare), ,
(circus),
.

( 1)

( , Cod. Vat. lat. 3225).

:
,

,
.
:


0 x a , y 0 ( 0, 0 ) ( a, 0 )

, y = 0, 0 x a
.

(0,0)

(a,0)

:
J ( y ( x ) ) = y ( x ) dx
a

L ( y ( x )) =

1 + ( y ' ( x ) ) dx =
2

, 19
. J ( y ( x ) )

C 1 [ a, b ] ( )
.
(290-350..)
.
, .

,
(365.. -300.., (13 )), (287..212.. , )
(200..-140.., ), , ,
(180 ..- 120.., (14 )),
(160.. -90.., ) ...
5
( )
( ).

180.. ( ) .
5 :
1. ,
.
2. ,
.
3. .
:
4. ,
.
5.
,
.
6.
, .
7. ,
.
8.
, .
9. ,
.

( 150 . . 300 ..).

,


.
,
.

(
) Fermat (1601-1655).
Fermat
Bernoulli.

 :
A ( 0, ya ) B ( xb , yb )
y ( x ) = 0, 0 x xb .
D ( xd , 0 ) ADB

,.
A (0, y a )

B( xb , yb )

xb

D ( xd , 0 )

:
J ( y ( x )) =

xb

1 + ( y ' ( x ) ) dx
2

y ( 0 ) = ya , y ( xd ) = 0, y ( xb ) = yb

y ( x )
x = xd .

A, D D, B , D
sin (1 ) = sin (2 ) .

A (0, y a )

B( xb , yb )

D ( xd , 0 )

2
xb

 Galileo Galilei (1564-1642) 1638 Discorsi e

dimostrazioni matematiche, intorno a due nuove scienze (
) 2
.
.


(C CB)
.


.
, Galileo
, .
Galileo
, .
A

C
B

Galileo Galilei (1564-1642)

Galileo

. Galileo
. 1669 J. Jungius (1587-1657),
.
Jacob Bernoulli 1690,
1691 Acta eruditorum,
Huygens (1629-1695), Leibniz Johann Bernoulli (
Jacob).
(catenary
) ( y ( x ) = ( e ax + e ax ) / ( 2a ) a


). Huygens
(catenary)
Leibniz 1690.

Pierre de Fermat (1601-1665),

(1662). Fermat

.
Gallileo. Fermat
Snell (1580-1626..) ( ).
Ibn Sahl (9401000.) 984...
Thomas Harriot (1560-1621),
Willebrord von Roijen Snel (1580-1626) .
Descartes Snell
. ,
. Huygens 1703,
Fermat,
.

Pierre de Fermat (1601-1665)

1 sin (1 ) = 2 sin ( 2 )
1
2 .

Fermat :
n , li vi
li
.
i =1 vi
c
i vi , . i = c / vi ( ),
n

, t =

t =

1 n
ili .
c i =1
n

t S = i li .
i =1

S = d

.

.. d = 0 .

Snell
.

 1685 Newton (1643-1727)

Philosophiae naturalis principia mathematica ( Principia
),

.
,
. Newton
1694. ,
.
: )
Fermat
Newton Jacob
Bernoulli
Euler )
( )
. Newton
,
,
.
.

R
xdx
, K = 2 u 2
F = 2K
2
0 1+ f '( x)

f ( x ) .

Isaac Newton (1643-1727)

Newton Principia

1659 Christiaan Huygens (1629-1695) Horologium

oscillatorium ,
:

 ,
,
AMB ,
.

:



.

Christiaan Huygens (1629-1695)

(cycloid Galileo 1599)

:
x ( t ) = r ( t sin ( t ) ) , y ( t ) = r (1 cos ( t ) )
r
.

c/2

.

Jacob Bernoulli ( 1690 Acta Eruditorum), Joseph Louis Lagrange
Leonhard Euler.

 1696, Acta Eruditorim, Johann Bernoulli

(1667-1748) :
,

AMB ,
, .
A(0,0)

x
y*(x)
M

B(b,yf)

y(x)

y * ( x ) C1
, .
Johann Bernoulli (1667-1748)

Bernoulli

.
Bernoulli (brachistochrone
problem) (brachistos))
(chronos).


1
ds
2
mu ( t ) = mgy ( x ) u ( t ) = 2 gy ( x ) =
2
dt
u(t) m ,
g=9.81. T s ,
:
T

T = dt =

T
dt
1
1
ds =
1 + ( y ( x)) 2 dx =
0
ds
2 gy ( x)
2g

(1 + y ( x ) )1/ 2
2

y ( x)

1/ 2

dx

 y * ( x ) C1 :
1
T ( y ( x )) =
2g

(1 + y ( x ) )1/ 2
2

y ( x)

1/ 2

dx

(cycloid).
: Gottfried Wilhelm Leibnitz
(1646-1716), Newton, Bernoulli Jacob
Bernoulli (1654-1705), Ehrenfried Walter
von Tschirnhaus (1651 1708) De LHospital (1661-1704).

Jacob Bernoulli (1654-1705)

Groningen
Bernoulli
1695 1705.

Johann Bernoulli ,

Snell ( Fermat).
1
2 2
3

3
4

Fermat Johann Bernoulli

.


sin sin r
=
v
vr

dx
sin =
ds

1 dx 1 dxr
=
v ds vr dsr
1 dxr


vr dsr
dx
= cv
ds
ds 2 = dx 2 + dy 2
2

dx 2
dx 2
2
dx
2 2
=

= c2v2
cv
c
v
( )
2
2
2
ds
dx + dy
ds
v = 2 gy
dy 2
1
1
1
2 2
2
=c v
= 2c gy y 1 + = k 2 , k =
2
2
dx
dy
c 2g
dy

1+ 2
1+
dx
dx

.

Jacob Bernoulli
.
,
,
.
A

 : )
,
, ) ds / dt y .
.
Jacob Brook Taylor (1715) Johann
Bernoulli.
Leonhard Euler (1707-1783) Johann Bernoulli,
1744, Methodus Inveniendi Lineas Curvas Maximi
Minimive Proprietate Gaudentes sive Solutio Problematis Isoperimetrici
Latissimo Sensu Accepti,

.

J ( y ( x ) ) := F x, y ( x ) , y (1) ( x ) ,..., y ( n ) ( x ) dx
a

:
n
F
F d F d 2 F
n d
(1) + 2 ( 2) ... + ( 1)
=0
n
dx y ( n )
y dx y dx y
Euler-Poisson
2n. Euler


.. Euler.


. Euler

b

J := F x, y ( x ) , y (1) ( x ) , Q dx
a

dQ
= L x, y ( x ) , y (1) ( x )
dx


Lagrange. Euler
,

. Euler 2
On the motion of bodies in a
non-resisting medium, determined by the method of maxima and minima,
,
,
Maupertuis.
Lagrange, Poisson Jacobi,
Hamilton .
Joseph-Louis Lagrange (1736-1813) Euler

, .
Euler Lagrange,



Lagrange. Lagrange
Euler,


. Mecanique Analytique


. :
b

J := F x, y ( x ) , z ( x ) ,..., y (1) ( x ) , z (1) ( x ) ,... dx

a

y ( x ) , z ( x ) ,... / /

i x, y ( x ) , z ( x ) ,..., y (1) ( x ) , z (1) ( x ) ,... = 0, i = 1, 2,.., m

F

Fa := F + l1 ( x ) 1 + l2 ( x ) 2 + + lm ( x ) m


. Lagrange
y ( x ) , z ( x ) ,...
.
, :
b

()
()
( x, y ( x ) , z ( x ) ,..., y ( x ) , z ( x ) ,...) dx = c , i = 1, 2,.., m
1

Mayer.
Lagrange
x ( t ) , y ( t ) ,...
.

Leonhard Euler(1707-1783)

Joseph Louis Lagrange (1736-1813)

1786, Adrien-Marie Legendre (1752-1833)

(
).
Legendre . Lagrange
,
Theories des functions analytiques 1797.
Legendre, Carl Gustav Jacob Jacobi
(1804-1851) 1836 (50 ),
.
,
. William Rowan Hamilton (1805-1865)
,

 .
. Jacobi 1838,
Hamilton

Hamilton-Jacobi
Richard Ernest Bellman
(1920-1984) 100 ( 1953).

Adrien-Marie Legendre (1752-1833)

Carl Gustav Jacob Jacobi (1804-1851)

Karl Wilhelm Theodor Weierstrass (1815-1897)
Oskar Bolza (1857-1942), Gilbert A. Bliss (1876-1951),
(1873-1950) McShane (1904-1989).
,
Morse (Marston Morse (1892-1977)),
(2 Field
Jesse Douglas 1936 Enrico Bombieri ),
( Hamilton,
Richard
Feynman (1918-1988)), .

2
:
J
A,
( ) J.
[ a, b] C[1a ,b]


y ( x ) : [ a, b ] .

J ( y ( x ) ) = f ( x, y ( x ) , y ' ( x ) ) dx
b

1
[ a ,b ]

y ( x ) ( )

J ( y ( x ) ) .

,


.
,

() .
() ,
, :
x ( t ) = a ( x(t ), u (t ), t )
(1)
y (t ) = c ( x(t ), u (t ), t )

y1 (t )
x1 (t )
u1 (t )

y2 (t )
x2 (t )
u2 (t )

x (t ) =
, u (t ) =
,y ( t ) =

xn (t )
um (t )
y p (t )
, .

:

J = h ( x(t f ), t f ) + g ( x ( t ) , u ( t ) , t ) dt
tf

t0

(2)

u * ( t ) , u * ( t )

u ,

 (1),
x * ( t ) , x * ( t )

x ,

(2). u * ( t ) (optimal

control), x * ( t )
(optimal trajectory).
,

.
.
J * = h ( x* (t f ), t f ) + g ( x* ( t ) , u* ( t ) , t ) dt h ( x(t f ), t f ) + g ( x ( t ) , u ( t ) , t ) dt
tf

tf

t0

t0

u (t ) u , x ( t ) x


(2),
, ,
.

,

(),
().
.
1 .

() :
d (t ) = a(t ) + b(t )

 d ( t ) t , a ( t ) , b ( t )

.
x1 (t ) = d (t ) x1 (t ) = d (t )
x2 (t ) = d (t ) = x1 (t )


:
x1 ( t ) 0 1 x1 ( t ) 0 0 u1 ( t )

=
+

x2 ( t ) 0 0 x2 ( t ) 1 1 u2 ( t )

x1 ( t ) d ( t ) u1 ( t ) a ( t )

=
;
=

x2 ( t ) d ( t ) u2 ( t ) b ( t )
d (t ) = a (t ) + b(t ) x2 (t ) = a (t ) + b(t ) .
( )
t f e ,
:
x1 ( t0 ) d ( t0 ) 0 x1 ( t f ) d ( t f ) e
=
=

=
= ;
x
t
d
t
0
(
)
(
)

2 0 0 x2 ( t f ) d ( t f ) 0

e t f

x ( t ) :
0 x1 ( t ) e,

0 x2 ( t )

,

, M 1 m / sec 2

M 2 m / sec2 . ,
:
0 u1 ( t ) M 1 , M 2 u2 ( t ) 0
..
G .

 x2 ( t ) = d ( t ) u1 ( t ) = a ( t ) ,

:
tf

k1 x2 ( t ) + k2u1 ( t ) dt G


:

t0

tf

J = t f t0 = dt
t0

u * ( t ) x * ( t )
,
tf

J = dt .
t0

.

M,
:
b*(t)
a*(t)
M

t0

(1/2)(t0+tf)

tf

-M

t0

(1/2)(t0+tf)

tf

x2*(t)

x1*(t)

t0

(1/2)(t0+tf)

tf

t0

(1/2)(t0+tf) t
f

u1 ( t ) + u2 ( t ) = e (1) ( t ) x1 ( t ) = e, x2 ( t ) = e ( t ) ,

 ( ),
.

.
(time optimal control problem)
u * ( t ) u

x ( t0 )

x ( t f

) .

:
tf

J = t f t0 = dt
t0

(terminal control problem)

u * ( t ) u

x ( t f

r ( t f ) .
:
n

J = xi ( t f ) ri ( t f ) = x ( t f ) r ( t f )
i =1
2

J = x ( t f ) r ( t f ) H x ( t f ) r ( t f )
H .
T

.
x ( t )

t f ,

r ( t f ) .

(tracking problem)

 u * ( t ) u
x ( t )
r ( t ) . :
T
f
f
2
J = [ x(t ) r (t ) ] Q [ x(t ) r (t ) ] dt = x(t ) r (t ) Q dt
t0
t0

Q .
t

.
x ( t )

r ( t ) .
(regulator problem)
.
u * ( t ) u

x ( t )
.
:
tf
2
2
J = x(t f ) + x(t ) Q dt
H
t0

Q ,
.
(minimum control
effort problem)
u * ( t ) u

x ( t0 ) x ( t f )
. :
tf

tf

J = uT ( t ) Ru ( t ) dt = u ( t ) R dt
t0
t0
R .
2

. (, ,
) .

,
u * ( t ) u
x ( t )
r ( t ) , .
:
tf
2
2
J = x(t ) r (t ) Q + u (t ) R dt
t0

Q,R .
.
x ( t )

r ( t ) , .

[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]

., 1994, , . .
., 2007,
,
.
Anderson, B., & Moore, J., 1971, Linear optimal control. Englewood
CliHs, NJ: Prentice-Hall.
M. Athans and P. Falb, 1966, Optimal Control : An Introduction to
the Theory and its Applications, McGraw Hill Book Company, New
York, NY.
Bryson Jr., A., 1996, Optimal Control1950 to 1985. IEEE Control
Systems Magazine, 6, 2633.
S.Cuomo, 2000,
, .
Goldstine, H., 1981, A history of the calculus of variations from the
17th to the 19th century. New York: Springer.
R.E. Kalman, 1960, Contributions to the Theory of Optimal Control,
Bol. Soc. Mat. Mexicana, Vol.5, pp.102-119.

[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]

D.E. Kirk, 1970, Optimal Control Theory, Prentice Hall, Englewood

Cliffs, NJ.
F. L. Lewis and V. L. Syrmos, 1995, Optimal Control, Second
Edition, John Wiley & Sons, New York, NY.
E.J. McShane. 1989, The calculus of variations from the beginning
through optimal control theory, SIAM J. Con. Optim., Vol.27, No.5,
pp.916-939.
D. S. Naidu, 2002, Optimal Control Systems, CRC Press LLC.
L. S. Pontryagin, 1961, Optimal Regulation Processes, Uspekhi Mat.
Nauk, USSR, Vol.14, 1959, pp.3-20) English Translation : Amer.
Math. Society Trans., Series 2, Vol.18, 1961, pp.321-339.
L. S. Pontryagin, V.G. Boltyanskii, R.V. Gamkrelidze and E. F.
Mishchenco, 1962, The Mathematical Theory of Optimal Processes,
Wiley-Interscience, New York, NY.
Sussmann, H., & Willems, J., 1997, 300 years of optimal control:
From the Brachystochrone to the Maximum Principle. IEEE Control
Systems Magazine, 6, 3244.
The MacTutor History of Mathematics Archive, web page of the
University of St. Andrews, Scotland, http://www-history.mcs.standrews.ac.uk/index.html .