Geodesic
Constructing open-loop and closed-loop solutions of linear-quadratic optimal control problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 10, pp. 1748-1779

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A linear-quadratic optimal control problem subject to geometric constraints on the controls is studied. Techniques for finding the optimal open-loop control and constructing a closed-loop control are described. The problem solution can include special intervals and sections with chattering modes. The proposed techniques make it possible to find special intervals and construct realizable approximations of unrealizable chattering modes to any degree of accuracy. 
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     author = {R. Gabasov and F. M. Kirillova and N. S. Pavlenok},
     title = {Constructing open-loop and closed-loop solutions of linear-quadratic optimal control problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1748--1779},
     publisher = {mathdoc},
     volume = {48},
     number = {10},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_10_a1/}
}
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R. Gabasov; F. M. Kirillova; N. S. Pavlenok. Constructing open-loop and closed-loop solutions of linear-quadratic optimal control problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 10, pp. 1748-1779. http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_10_a1/