Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal


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Abstract

An optimal control problem of minimization of the sum of a linear-quadratic integral functional and a terminal of arbitrary form is considered. It is proved that in this case a control can be also constructed in an explicit analytic form.

About the authors

A. Z. Asekov

Faculty of Mechanics and Mathematics

Author for correspondence.
Email: az.asekov@rambler.ru
Russian Federation, Leninskie Gory, Moscow, 119991

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