Title :
Fields of extremals in linear-quadratic problems of optimal control
Author_Institution :
Dept. of Math. & Stat., Maryland Univ., Baltimore, MD, USA
Abstract :
The author presents necessary and sufficient conditions for optimality of extremals in linear-quadratic problems of optimal control. He shows by an example that when the second variation is only semipositive definite and extremals are still minimizers, the classical Riccati equation technique fails. The conditions obtained allow one to solve linear-quadratic problems with subsidiary conditions. An example of a solution to a constrained problem is presented
Keywords :
control system analysis; optimal control; linear-quadratic problems; necessary condition; optimal control; optimality; sufficient conditions; Boundary conditions; Control systems; Cost function; Integral equations; Jacobian matrices; Mathematics; Optimal control; Riccati equations; Statistics; Sufficient conditions;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194506
