Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework (Q937468)

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Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework
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    Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework (English)
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    15 August 2008
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    Summary: A constrained closed-loop optimal control problem is considered in a linear-quadratic framework. To solve the problem, a special type open-loop optimal control problem and a standard open-loop optimal control problem are introduced and carefully studied, via which the existence and uniqueness of the globally optimal closed-loop control is established by a synthesis method.
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    closed-loop optimal control problem
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    synthesis method
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    linear-quadratic problems
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