Revisit of Linear-Quadratic Optimal Control

M. Pachter ()
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M. Pachter: Air Force Institute of Technology, AFIT/ENG

Journal of Optimization Theory and Applications, 2009, vol. 140, issue 2, No 8, 314 pages

Abstract: Abstract The classical finite-dimensional linear-quadratic optimal control problem is revisited. A new linear-quadratic control problem with linear state penalty terms but without quadratic state penalty terms, is introduced. An optimal control exists and the closed-form optimal solution is given. It is remarkable that feedback action plays no role and state information does not feature in the optimal control. The optimal cost function, rather than being quadratic, is linear in the initial state.

Keywords: Linear quadratic control; Feedback control (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10957-008-9449-4

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