Linear-quadratic control problem for systems of differential equations with aftereffect

Yu. F. Dolgii

Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 20 (2014) no. 3, pp. 86-97

Résumé

We consider an optimal control problem on a finite interval for systems of differential equations with aftereffect and quadratic quality criterion. A feedback optimal control is considered. The problem is formulated in a functional state space. It is shown that the coefficients of the optimal control are defined by a solution of a system of integro-differential equations.

Détail

Keywords: differential equations with aftereffect, optimal control, quadratic quality criterion.

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