Linear-quadratic optimization and some general hypotheses on
optimal control

Linear-quadratic optimization and some general hypotheses on optimal control

Necessary and sufficient conditions for existence of optimal control for all initial data are proved for LQ-optimization problem. If these conditions are fulfilled, necessary and sufficient conditions of optimality are formulated. Basing on the results, some general hypotheses on optimal control in...

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Bibliographic Details
Main Author:	L. I. Rozonoer
Format:	Article
Language:	English
Published:	Hindawi Limited 1999-01-01
Series:	Mathematical Problems in Engineering
Subjects:	Optimal control; LQ-optimization; Pontryagin's maximum principle; Bellman's equation.
Online Access:	http://dx.doi.org/10.1155/S1024123X9900109X

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