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Fan
Posted: Sun Mar 30, 2008 4:01 pm
Guest
Hi gurus,

I have an urgent question on contral parameters in dynamical systems.
I would greatly appreciate your help!


Suppose we have a dynamic system as


\dot{x} = f (x, \beta), where x is nx1 vector and \beta is a vector
of
continuous-time control variables (with the same dimension as x).


Consider the following optimization problem:


min g(x, \beta)
subject to
\dot{x} = f (x, \beta)
0 <= \beta <= UB


Since the objetive function is continuous, and the constraint set is
convex and compact, the solution of \beta must exist.


My questions is: if we add one more constraint, A<= \dot{\beta} <=
B, then whether can we say the constraint set is still convex and
compact????


Thank you very much,


Fan
 
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