Linear-quadratic optimization and some general hypotheses on
optimal control

Rozonoer, L. I.

doi:https://doi.org/10.1155/S1024123X9900109X

Mathematical Problems in Engineering

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Volume 5 | Article ID 640904 | https://doi.org/10.1155/S1024123X9900109X

Linear-quadratic optimization and some general hypotheses on optimal control

L. I. Rozonoer^1,2

Received18 Jul 1997

Revised18 Jun 1999

Abstract

Necessary and sufficient conditions for existence of optimal control for all initial data are proved for LQ-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.

Copyright

Copyright © 1999 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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