Hamiltonian
Concept
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.