DocumentCode
2974390
Title
Fields of extremals in linear-quadratic problems of optimal control
Author
Kogan, Jacob
Author_Institution
Dept. of Math. & Stat., Maryland Univ., Baltimore, MD, USA
fYear
1988
fDate
7-9 Dec 1988
Firstpage
1173
Abstract
The author presents necessary and sufficient conditions for optimality of extremals in linear-quadratic problems of optimal control. He shows by an example that when the second variation is only semipositive definite and extremals are still minimizers, the classical Riccati equation technique fails. The conditions obtained allow one to solve linear-quadratic problems with subsidiary conditions. An example of a solution to a constrained problem is presented
Keywords
control system analysis; optimal control; linear-quadratic problems; necessary condition; optimal control; optimality; sufficient conditions; Boundary conditions; Control systems; Cost function; Integral equations; Jacobian matrices; Mathematics; Optimal control; Riccati equations; Statistics; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location
Austin, TX
Type
conf
DOI
10.1109/CDC.1988.194506
Filename
194506
Link To Document