Hamiltonian
An analog of the Lagrangian function in finite dimensional optimization, defined as the stage cost plus the dynamics multiplied by costates. It plays a central role in deriving optimality conditions.
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Videos Mentioning Hamiltonian
Stanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 5: Computational Methods
Stanford Online
An analog of the Lagrangian function in finite dimensional optimization, defined as the stage cost plus the dynamics multiplied by costates. It plays a central role in deriving optimality conditions.
Stanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 4: Optimal Control
Stanford Online
An augmented cost function used in optimal control problems, formed by adding the system dynamics multiplied by costate variables to the original cost.
Stanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 6: Optimal Control
Stanford Online
A function formulated in optimal control problems that combines system dynamics, costates, and control variables, used to derive optimality conditions.