Linear-quadratic optimization and some general hypotheses on optimal control (Q1970054)
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scientific article; zbMATH DE number 1417638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic optimization and some general hypotheses on optimal control |
scientific article; zbMATH DE number 1417638 |
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Linear-quadratic optimization and some general hypotheses on optimal control (English)
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21 February 2001
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Summary: Necessary and sufficient conditions for existence of optimal control for all initial data are proved for an 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 principle and Bellman's equation are proposed.
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optimal control
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LQ-optimization
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necessary and sufficient conditions of optimality
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Pontryagin's maximum principle
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Bellman's equation
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