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Program Systems: Theory and Applications, 2012, Volume 3, Issue 5, Pages 33–44
(Mi ps81)
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Optimization Methods and Control Theory
Bi-positional solutions of Hamilton–Jacobi inequalities for non-classical linear-quadratic optimal control problems
S. P. Sorokin Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences, Irkutsk
Abstract:
Non-classical linear-quadratic optimal control problems are considered. New necessary and sufficient global optimality conditions are proved. These conditions use strongly monotone bi-positional solutions of Hamilton–Jacobi inequalities, which parametrically depend on initial or final data. Bi-positional control is obtained in explicit form. The method is illustrated by an example.
Key words and phrases:
strongly monotone Lyapunov-like functions, canonical optimality conditions, linear-quadratic optimal control problems.
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UDC:
517.977.5 Received: 16.11.2012
Citation:
S. P. Sorokin, “Bi-positional solutions of Hamilton–Jacobi inequalities for non-classical linear-quadratic optimal control problems”, Program Systems: Theory and Applications, 3:5 (2012), 33–44
Citation in format AMSBIB
\Bibitem{Sor12}
\by S.~P.~Sorokin
\paper Bi-positional solutions of Hamilton--Jacobi inequalities for non-classical linear-quadratic optimal control problems
\jour Program Systems: Theory and Applications
\yr 2012
\vol 3
\issue 5
\pages 33--44
\mathnet{http://mi.mathnet.ru/ps81}
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http://mi.mathnet.ru/eng/ps81 http://mi.mathnet.ru/eng/ps/v3/i5/p33
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