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JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive

Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2017 Number 5, Pages 55–58 (Mi vmumm97)

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Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal

A. Z. Asekov

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: An optimal control problem is considered and the sum of a linear-quadratic integral functional and the terminal term of arbitrary form is minimized. It is proved that the control can be also constructed in explicit analytic form in this case.

Key words: linear-quadratic regulator.

UDC: 517.977

Received: 23.12.2016


 English version:
Moscow University Mathematics Bulletin, Moscow University Mеchanics Bulletin, 2017, 72:5, 210–212

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