DocumentCode :
1396795
Title :
Necessary and sufficient conditions for optimality in linear-quadratic problems of optimal control
Author :
Kogan, Jacob
Author_Institution :
Dept. of Math., Maryland Univ., Baltimore, MD, USA
Volume :
35
Issue :
12
fYear :
1990
fDate :
12/1/1990 12:00:00 AM
Firstpage :
1365
Lastpage :
1369
Abstract :
Linear-quadratic Bolza problems of optimal control with variable end points are considered. Under the strengthened Legendre condition, necessary and sufficient optimality conditions are established, and it is shown that the linear-quadratic Bolza problem of optimal control can be reduced to a quadratic minimization problem in a finite-dimensional space. Simple simulations where solutions of a nonlinear problem can be recovered from solutions of the accessory linear-quadratic problem are indicated. Conjectures regarding sufficient conditions for optimality in nonlinear Bolza problems are included
Keywords :
minimisation; optimal control; finite-dimensional space; linear-quadratic Bolza problem; minimization; necessary conditions; optimal control; optimality; sufficient conditions; Automatic control; Boundary conditions; Calculus; Jacobian matrices; Mathematics; Optimal control; Sufficient conditions;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/9.61018
Filename :
61018
Link To Document :
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