RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Program Systems: Theory and Applications:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Program Systems: Theory and Applications, 2012, Volume 3, Issue 5, Pages 33–44 (Mi ps81)  

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), 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}


Linking options:
  • http://mi.mathnet.ru/eng/ps81
  • http://mi.mathnet.ru/eng/ps/v3/i5/p33

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Program Systems: Theory and Applications
    Number of views:
    This page:99
    Full text:38
    References:16
    First page:1

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2021