An optimal control problem with a mixed cost functional (Q1974735)

The authors consider an optimal control problem with a mixed cost functional that combines time and intensity functional in the following form \[ \alpha\tau+ (1-\alpha) \rho\to\min, \quad \dot x=Ax+bu, \quad x(0)= x_0, \quad x(\tau)=0, \] \[ |u(t)|\leq\rho, \quad t\in [0,\tau],\quad \tau\geq 0, \quad x\in \mathbb{R}^n, \quad u\in \mathbb{R}, \quad \alpha\in (0,1). \] One can apply problems of this type in order to stabilize dynamical systems. The Letov-Kalman analytical construction is a classic example of an optimal control problem with mixed cost functional. For linear dynamical systems, the stabilizing effect of the control obtained as a result of the positional solution to the Letov-Kalman problem has been provided earlier.