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2
v
x6x
-
ox t
2
_
t
0
t
]
-
]
ox t
d
dt
2
v
x6x
-
ox t Jt
t
]
t
0
From boundary conditions: ox t
0
= ox t
]
=0.
_
o
2
I
oxox
-
ox t ox t Jt
t
]
t
0
= u -_ ox t
2
J
Jt
o
2
I
oxox
-
Jt
t
]
t
0
- _ ox t
o
2
I
oxox
-
J
Jt
ox t Jt
t
]
t
0
Optimal Control: Calculus of Variations 30
The Second Variation (contd ) Approach 1:
_
o
2
I
oxox
-
ox t ox t Jt
t
]
t
0
= u -_ ox t
2
J
Jt
o
2
I
oxox
-
Jt
t
]
t
0
-_ ox t
o
2
I
oxox
-
J
Jt
ox t Jt
t
]
t
0
= -_ ox t
2
J
Jt
o
2
I
oxox
-
Jt
t
]
t
0
-_ ox t
o
2
I
oxox
-
ox t Jt
t
]
t
0
]
2
v
x6x
-
ox t ox t Jt
t
]
t
0
= -
1
2
]
ox t
2
d
dt
2
v
x6x
-
Jt
t
]
t
0
Optimal Control: Calculus of Variations 31
The Second Variation (contd ) Approach 1:
]
2
v
x6x
-
ox t ox t Jt
t
]
t
0
= -
1
2
]
ox t
2
d
dt
2
v
x6x
-
Jt
t
]
t
0
o
2
[ = _
1
2!
_
o
2
I
ox
2
-
ox t
2
+
o
2
I
ox
2
-
ox t
2
t
]
t
0
+2
o
2
I
oxox
-
ox t ox t _ Jt
= _
1
2!
_
o
2
I
ox
2
-
ox t
2
+
o
2
I
ox
2
-
ox t
2
t
]
t
0
- ox t
2
J
Jt
o
2
I
oxox
-
_ Jt
= _
1
2!
o
2
I
ox
2
-
-
J
Jt
o
2
I
oxox
-
ox t
2
+
o
2
I
ox
2
-
ox t
2
Jt
t
]
t
0
Optimal Control: Calculus of Variations 32
The Second Variation (contd ) Approach 1:
o
2
[ = _
1
2!
__
o
2
I
ox
2
-
t
]
t
0
-
J
Jt
o
2
I
oxox
-
_ ox t
2
+
o
2
I
ox
2
-
ox t
2
_ Jt
From Fundamental Theorem:
For maximum:
2
v
x
2
-
-
d
dt
2
v
x6x
-
< u and
2
v
x
2
-
< u
For minimum:
2
v
x
2
-
-
d
dt
2
v
x6x
-
> u and
2
v
x
2
-
> u
Optimal Control: Calculus of Variations 33
The Second Variation (contd ) Approach 2
Approach 2:
o
2
[ = _
1
2!
_
o
2
I
ox
2
-
ox t
2
+
o
2
I
ox
2
-
ox t
2
t
]
t
0
+2
o
2
I
oxox
-
ox t ox t _ Jt
o
2
I
ox
2
-
ox t
2
+
o
2
I
ox
2
-
ox t
2
+ 2
o
2
I
oxox
-
ox t ox t
= ox(t) ox (t)
o
2
I
ox
2
o
2
I
oxox
o
2
I
oxox
o
2
I
ox
2
ox t
ox t
Optimal Control: Calculus of Variations 34
The Second Variation (contd ) Approach 2
Approach 2:
o
2
[ =
]
1
2!
2
v
x
2
-
ox t
2
+
2
v
x
2
-
ox t
2
+2
2
v
x6x
-
ox t ox t Jt
t
]
t
0
=
ox(t) ox (t) B
ox t
ox t
,
where B =
2
v
x
2
2
v
x6x
2
v
x6x
2
v
x
2
From Fundamental Theorem:
For maximum: B < u
For minimum: B > u
Optimal Control: Calculus of Variations 35
Optimum arc inbetween two-point problem
[ = _ 1 +x
2
Jt
t
]
t
0
= _ I(x (t))Jt
t
]
t
0
Optimum solution: x
-
t = C
1
t +C
2
Optimal Control: Calculus of Variations 36
For minimum:
2
v
x
2
-
-
d
dt
2
v
x6x
-
> u anu
2
v
x
2
-
> u
v
x
= u;
v
x
=
x
-
t
1+x
-
2
t
anu
2
v
x
2
= 1 +x
-
2
t
-
3
2
> u
Theiefoie, the uistance between the two points is minimum.