The costate equation is related to the state equation used in optimal control. It is also referred to as auxiliary, adjoint, influence, or multiplier...

differential equations for the state variables), and the terminal time (the n {\displaystyle n} differential equations for the costate variables; unless...

f(x)}{\partial x}}} which after replacing the appropriate terms recovers the costate equation − λ ˙ ( t ) = ∂ I ∂ x + λ ( t ) ∂ f ( x ) ∂ x ⏟ = ∂ H ∂ x {\displaystyle...

multiplier vector λ {\displaystyle \lambda } is the solution to the costate equation and its terminal conditions: If x ( T ) {\displaystyle x(T)} is fixed...

{\vec {c}}} in the adjoint equation, whereas the diffusion term remains self-adjoint. Adjoint state method Costate equations Jameson, Antony (1988). "Aerodynamic...

principle — infinite-dimensional version of Lagrange multipliers Costate equations — equation for the "Lagrange multipliers" in Pontryagin's minimum principle...

constrained trajectory. In control theory this is formulated instead as costate equations. Moreover, by the envelope theorem the optimal value of a Lagrange...

optimal control theory, the concept of shadow price is reformulated as costate equations, and one solves the problem by minimization of the associated Hamiltonian...

the term "primer vector" to refer to the adjoint variables in the costate equation associated with the velocity vector, pointing out their fundamental...

problems is to solve for the costate (sometimes called the shadow price) λ ( t ) {\displaystyle \lambda (t)} . The costate summarizes in one number the...