Lagrange principle in quadratic optimal control problems with infinite horizon

DOI10.1134/S001226610911005XzbMath1187.49023OpenAlexW1978851939MaRDI QIDQ2655902

Aram V. Arutyunov

Publication date: 27 January 2010

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s001226610911005x

zbMATH Keywords

quadratic optimal control problemduality relationLagrange constraint removal principleintegral quadratic equality and inequality constraints

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Control problems involving ordinary differential equations (34H05) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (2)

Recovering linear operators and Lagrange function minimality condition ⋮ Approximation to solutions of linear control systems by compactly supported solutions

Cites Work

• Unnamed Item
• Some remarks on variational principles
• Nonconvex global optimization problems in control theory
• Milyutin's theorem in linear-quadratic optimal control problems

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