Intersections of extremals in linear-quadratic control problems

DOI10.1007/BF00939551MaRDI QIDQ1089910zbMATH OpenOpenAlexFDO

Authors Jacob Kogan

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00939551

zbMATH Keywords

conjugate pointsHilbert invariant integralintersections of extremalsJacobi necessary conditionlinear control systems with quadratic cost

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Controllability, observability, and system structure (93B99) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Review text

We study the structure of intersections of extremals in linear control systems with quadratic cost. The structure of the intersections is determined. In particular, it is shown that, in contrast with the classical calculus of variations, these points are not necessarily isolated. The results obtained extend a known criterion from the calculus of variations involving the Jacobi necessary condition.

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Cites work

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Cited in

(5)

• Optimality of extremals for linear systems with quadratic costs
• Structure of minimizers in linear-quadratic Bolza problems of optimal control
• Structure of Extremals in Optimal Control Problems
• scientific article; zbMATH DE number 4086398 (Why is no real title available?)
• Extreme Points for Linear Optimal Control Problems with Diagonal Structure

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