Linear-quadratic optimization and some general hypotheses on optimal control

Linear-quadratic optimization and some general hypotheses on optimal control

<p>Necessary and sufficient conditions for existence of optimal control for all initial data are proved for <math alttext="$LQ$"> <mrow> <mi>L</mi> <mi>Q</mi> </mrow> </math>-optimization problem. If these conditions are fulfilled, nece...

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Main Author: Rozonoer L. I.
Format: Article
Language:English
Published: Hindawi Limited 1999-01-01
Series:Mathematical Problems in Engineering
Subjects:
Optimal control; <math alttext="$LQ$"> <mrow> <mi>L</mi> <mi>Q</mi> </mrow> </math>-optimization; Pontryagin&#39;s maximum principle; Bellman&#39;s equation
Online Access:http://www.hindawi.net/access/get.aspx?journal=mpe&volume=5&pii=S1024123X9900109X
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spelling doaj-bc96e622aefe4a4791588bdffff676bf2020-11-24T20:58:43ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51471999-01-0154275289Linear-quadratic optimization and some general hypotheses on optimal controlRozonoer L. I.<p>Necessary and sufficient conditions for existence of optimal control for all initial data are proved for <math alttext="$LQ$"> <mrow> <mi>L</mi> <mi>Q</mi> </mrow> </math>-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&#39;s maximum condition and Bellman&#39;s equation are proposed.</p> http://www.hindawi.net/access/get.aspx?journal=mpe&volume=5&pii=S1024123X9900109XOptimal control; <math alttext="$LQ$"> <mrow> <mi>L</mi> <mi>Q</mi> </mrow> </math>-optimization; Pontryagin&#39;s maximum principle; Bellman&#39;s equation
collection DOAJ
language English
format Article
sources DOAJ
author Rozonoer L. I.
spellingShingle Rozonoer L. I.
Linear-quadratic optimization and some general hypotheses on optimal control
Mathematical Problems in Engineering
Optimal control; <math alttext="$LQ$"> <mrow> <mi>L</mi> <mi>Q</mi> </mrow> </math>-optimization; Pontryagin&#39;s maximum principle; Bellman&#39;s equation
author_facet Rozonoer L. I.
author_sort Rozonoer L. I.
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 <p>Necessary and sufficient conditions for existence of optimal control for all initial data are proved for <math alttext="$LQ$"> <mrow> <mi>L</mi> <mi>Q</mi> </mrow> </math>-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&#39;s maximum condition and Bellman&#39;s equation are proposed.</p>
topic Optimal control; <math alttext="$LQ$"> <mrow> <mi>L</mi> <mi>Q</mi> </mrow> </math>-optimization; Pontryagin&#39;s maximum principle; Bellman&#39;s equation
url http://www.hindawi.net/access/get.aspx?journal=mpe&volume=5&pii=S1024123X9900109X
work_keys_str_mv AT rozonoerli linearquadraticoptimizationandsomegeneralhypothesesonoptimalcontrol
_version_ 1716784885222342656

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