scientific article; zbMATH DE number 1247405

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Publication:4226800





The short paper deals with the construction of a smooth control \(u^*(t)\) providing the minimum of the functional \(I(u)= \int^{T_k}_0 (x^T Px+ u^T Qu) dt\) along solutions of the linear \(n\)-dimensional control system \[ dx/dt= Ax+ Bu,\quad x(T_k)= x_T, \] where the \(n\times n\) matrices \(A\), \(P\), \(Q\) and the \(n\times m\) matrix \(B\) are constant, \(u\) is an \(m\)-vector control. To this end, the authors suggest an approach based on constructing the special Krotov function and on applying the Hamilton-Jacobi equation. In doing this there is no necessity to solve the conventional nonlinear boundary value problem for the Bellman equation.











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