Abstract:
Non-classical linear-quadratic optimal control problems are considered. New necessary and sufficient global optimality conditions are proved. These conditions use strongly monotone bi-positional solutions of Hamilton–Jacobi inequalities, which parametrically depend on initial or final data. Bi-positional control is obtained in explicit form. The method is illustrated by an example.
Key words and phrases:strongly monotone Lyapunov-like functions, canonical optimality conditions, linear-quadratic optimal control problems.
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