Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2017), pp. 55-58
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An optimal control problem is considered and the sum of a linear-quadratic integral functional and the terminal term of arbitrary form is minimized. It is proved that the control can be also constructed in explicit analytic form in this case.
@article{VMUMM_2017_5_a9,
author = {A. Z. Asekov},
title = {Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal},
journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
pages = {55--58},
year = {2017},
number = {5},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2017_5_a9/}
}
TY - JOUR AU - A. Z. Asekov TI - Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2017 SP - 55 EP - 58 IS - 5 UR - http://geodesic.mathdoc.fr/item/VMUMM_2017_5_a9/ LA - ru ID - VMUMM_2017_5_a9 ER -
A. Z. Asekov. Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2017), pp. 55-58. http://geodesic.mathdoc.fr/item/VMUMM_2017_5_a9/
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