A deterministic affine-quadratic optimal control problem

DOI10.1051/cocv/2013078zbMath1293.49004arXiv1305.3559OpenAlexW3104852995MaRDI QIDQ5495484

Yuanchang Wang, Jiong-min Yong

Publication date: 4 August 2014

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.3559

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdynamic programmingstate feedback representationquasi-Riccati equationaffine-quadratic optimal control problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

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