Title of article
Uniformly Lipschitz feedback optimal controls in a linear-quadratic framework ✩
Author/Authors
Yashan Xu، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2007
Pages
14
From page
665
To page
678
Abstract
A uniformly k-Lipschitz feedback optimal control problem is considered in a linear quadratic framework.
The value function is derived by a comparison-based reasoning, via which a necessary condition to the
existence of optimal solutions is obtained: optimal feedback controls must be linear.
© 2006 Elsevier Inc. All rights reserved.
Keywords
feedback control , Uniformly Lipschitz condition , linear quadratic , value function
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2007
Journal title
Journal of Mathematical Analysis and Applications
Record number
935363
Link To Document