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 Trudy Inst. Mat. i Mekh. UrO RAN, 2014, Volume 20, Number 3, Pages 86–97 (Mi timm1087)

Linear-quadratic control problem for systems of differential equations with aftereffect

Yu. F. Dolgiiab

a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
b Yeltsin Ural Federal University

Abstract: We consider an optimal control problem on a finite interval for systems of differential equations with aftereffect and quadratic quality criterion. A feedback optimal control is considered. The problem is formulated in a functional state space. It is shown that the coefficients of the optimal control are defined by a solution of a system of integro-differential equations.

Keywords: differential equations with aftereffect, optimal control, quadratic quality criterion.

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Bibliographic databases:

Document Type: Article
UDC: 517.929

Citation: Yu. F. Dolgii, “Linear-quadratic control problem for systems of differential equations with aftereffect”, Trudy Inst. Mat. i Mekh. UrO RAN, 20, no. 3, 2014, 86–97

Citation in format AMSBIB
\Bibitem{Dol14} \by Yu.~F.~Dolgii \paper Linear-quadratic control problem for systems of differential equations with aftereffect \serial Trudy Inst. Mat. i Mekh. UrO RAN \yr 2014 \vol 20 \issue 3 \pages 86--97 \mathnet{http://mi.mathnet.ru/timm1087} \mathscinet{http://www.ams.org/mathscinet-getitem?mr=3364419} \elib{http://elibrary.ru/item.asp?id=23503114}