An estimate for Green's matrix of a Hamiltonian system in the optimal control problem
An optimal control problem with quadratic performance functional for a system of linear differential equations is considered. One constructs the Green's matrix for the optimality system. Estimations for this matrix are obtained. These kind of estimations are used while studying the convergence of some sequence of approximations arising in connection with Riccati-Lure equations.
scientific article; zbMATH DE number 652173