Geodesic
Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2017), pp. 55-58 
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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     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},
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     url = {http://geodesic.mathdoc.fr/item/VMUMM_2017_5_a9/}
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.

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