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Sibirskii Matematicheskii Zhurnal, 1993, Volume 34, Number 4, Pages 70–80
(Mi smj1629)
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This article is cited in 3 scientific papers (total in 4 papers)
An estimate for Green's matrix of a Hamiltonian system in the optimal control problem
S. K. Godunov
Abstract:
We obtain an estimate for the Green's matrix of a Hamilton system in the classical optimal control problem in terms of the norms of matrices discribing the quality of the optomal control; the criterion of quality is quadratic. These matrices solve an extended matrix system that involves the classical Riccati–Lourier equation. Conditionality of the system too is estimated in terms of the norms of solutions.
Received: 03.08.1992
Citation:
S. K. Godunov, “An estimate for Green's matrix of a Hamiltonian system in the optimal control problem”, Sibirsk. Mat. Zh., 34:4 (1993), 70–80; Siberian Math. J., 34:4 (1993), 653–662
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https://www.mathnet.ru/eng/smj1629 https://www.mathnet.ru/eng/smj/v34/i4/p70
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