 |
|
|
|
|
|
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.  Full text:
PDF file (1359 kB)
References:
PDF file
HTML file
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), 
Citation in format AMSBIB
\Bibitem{Sor12}Linking options:
Citing articles on Google Scholar: Russian citations, English citations Related articles on Google Scholar: Russian articles, English articles |
|
||||||||||||||||||||||||||||||||||||||||||||||
|
|
Contact us: |
 Terms of Use
|
Registration |
Logotypes |
|