Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 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
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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.
Received: 23.12.2016
English version:
Moscow University Mathematics Bulletin, 2017, Volume 72, Issue 5, Pages 210–212
DOI: https://doi.org/10.3103/S0027132217050060
Bibliographic databases:
Document Type: Article
UDC: 517.977
Language: Russian
Citation: A. Z. Asekov, “Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2017, no. 5, 55–58; Moscow University Mathematics Bulletin, 72:5 (2017), 210–212
Citation in format AMSBIB
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