最优控制线性二次问题的极值域

Proceedings of the 27th IEEE Conference on Decision and Control Pub Date : 1988-12-07 DOI:10.1109/CDC.1988.194506

J. Kogan

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引用次数: 3

摘要

给出了线性二次型最优控制问题极值最优性的充分必要条件。他通过一个例子说明，当二阶变分只是半正定，且极值仍然是极小值时，经典的里卡第方程技术就失效了。所得到的条件允许我们求解带辅助条件的线性二次问题。给出了一个求解约束问题的实例。

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Fields of extremals in linear-quadratic problems of optimal control

The author presents necessary and sufficient conditions for optimality of extremals in linear-quadratic problems of optimal control. He shows by an example that when the second variation is only semipositive definite and extremals are still minimizers, the classical Riccati equation technique fails. The conditions obtained allow one to solve linear-quadratic problems with subsidiary conditions. An example of a solution to a constrained problem is presented.<>

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Proceedings of the 27th IEEE Conference on Decision and Control

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