Linear-quadratic optimization and some general hypotheses on optimal control

L. I. Rozonoer

Mathematical Problems in Engineering, 1999, vol. 5, 1-15

Abstract:

Necessary and sufficient conditions for existence of optimal control for all initial data are proved for L Q -optimization problem. If these conditions are fulfilled, necessary and sufficient conditions of optimality are formulated. Basing on the results, some general hypotheses on optimal control in terms of Pontryagin's maximum condition and Bellman's equation are proposed.

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:640904

DOI: 10.1155/S1024123X9900109X

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