Some necessary conditions for optimality for a class of optimal control problems which are linear in the control variable (Q1819724): Difference between revisions

Consider the problem of determining a control function u minimizing an integral cost functional which is linear in the control variable. The control and state functions are to satisfy a differential equation which is linear in the control variable, and also constraints on their magnitude. Also, initial and final constraints are present. The author derives some first-order optimality conditions which are then used to obtain the optimal control and trajectory. Some examples are given.