Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal
- Authors: Asekov A.Z.1
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Affiliations:
- Faculty of Mechanics and Mathematics
- Issue: Vol 72, No 5 (2017)
- Pages: 210-212
- Section: Brief Communications
- URL: https://journal-vniispk.ru/0027-1322/article/view/164433
- DOI: https://doi.org/10.3103/S0027132217050060
- ID: 164433
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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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