An estimate for Green's matrix of a Hamiltonian system in the optimal control problem (Q1335906)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimate for Green's matrix of a Hamiltonian system in the optimal control problem |
scientific article |
Statements
An estimate for Green's matrix of a Hamiltonian system in the optimal control problem (English)
0 references
8 November 1994
0 references
An optimal control problem with quadratic performance functional for a system of linear differential equations is considered. One constructs the Green's matrix for the optimality system. Estimations for this matrix are obtained. These kind of estimations are used while studying the convergence of some sequence of approximations arising in connection with Riccati-Lure equations.
0 references
optimal control
0 references
Green's matrix
0 references
Riccati-Lure equations
0 references
0 references
