DocumentCode
3083423
Title
Free end points linear-quadratic problems of optimal control
Author
Kogan, Jacob
Author_Institution
Dept. of Math. & Stat., Maryland Univ., Baltimore, MD, USA
fYear
1990
fDate
5-7 Dec 1990
Firstpage
1652
Abstract
The authors consider linear-quadratic optimal control problems with free end points, i.e., end points which are restricted to belong to a certain subset of the state space (in particular this set may be a linear manifold). Necessary and sufficient conditions are presented which enable an infinite-dimensional linear-quadratic optimal control problem to be reduced to a quadratic minimization problem in a finite-dimensional Euclidian space, and to present necessary and sufficient optimality conditions for the original infinite-dimensional optimization problem
Keywords
distributed parameter systems; multidimensional systems; optimal control; finite-dimensional Euclidian space; free end points; infinite-dimensional control; linear-quadratic optimal control; necessary and sufficient conditions; quadratic minimization; Cost function; Integral equations; Jacobian matrices; Kalman filters; Linear systems; Mathematics; Optimal control; State-space methods; Statistics; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location
Honolulu, HI
Type
conf
DOI
10.1109/CDC.1990.203900
Filename
203900
Link To Document