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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| Format: | Article |
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Hindawi Limited
1999-01-01
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| Series: | Mathematical Problems in Engineering |
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| Online Access: | http://dx.doi.org/10.1155/S1024123X9900109X |
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doaj-11c60efa9a194be0bc4207874e04169d2020-11-24T21:47:29ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51471999-01-015427528910.1155/S1024123X9900109XLinear-quadratic optimization and some general hypotheses on optimal controlL. I. Rozonoer0Institute of Control Sciences, Moscow, RussiaNecessary 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 terms of Pontryagin's maximum condition and Bellman's equation are proposed.http://dx.doi.org/10.1155/S1024123X9900109XOptimal control; LQ-optimization; Pontryagin's maximum principle; Bellman's equation. |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
L. I. Rozonoer |
| spellingShingle |
L. I. Rozonoer Linear-quadratic optimization and some general hypotheses on optimal control Mathematical Problems in Engineering Optimal control; LQ-optimization; Pontryagin's maximum principle; Bellman's equation. |
| author_facet |
L. I. Rozonoer |
| author_sort |
L. I. Rozonoer |
| title |
Linear-quadratic optimization and some general hypotheses on
optimal control |
| title_short |
Linear-quadratic optimization and some general hypotheses on
optimal control |
| title_full |
Linear-quadratic optimization and some general hypotheses on
optimal control |
| title_fullStr |
Linear-quadratic optimization and some general hypotheses on
optimal control |
| title_full_unstemmed |
Linear-quadratic optimization and some general hypotheses on
optimal control |
| title_sort |
linear-quadratic optimization and some general hypotheses on
optimal control |
| publisher |
Hindawi Limited |
| series |
Mathematical Problems in Engineering |
| issn |
1024-123X 1563-5147 |
| publishDate |
1999-01-01 |
| description |
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 terms of Pontryagin's maximum condition and Bellman's equation are proposed. |
| topic |
Optimal control; LQ-optimization; Pontryagin's maximum principle; Bellman's equation. |
| url |
http://dx.doi.org/10.1155/S1024123X9900109X |
| work_keys_str_mv |
AT lirozonoer linearquadraticoptimizationandsomegeneralhypothesesonoptimalcontrol |
| _version_ |
1725896602741112832 |