Equation for the optimal trajectory of linear dynamical systems with a quadratic criterion

0359291 - MÚ 2012 RIV IN eng J - Journal Article
Liu, L. - Křížek, Michal - Šolcová, A.
Equation for the optimal trajectory of linear dynamical systems with a quadratic criterion.
Far East Journal of Dynamical Systems. Roč. 14, č. 2 (2010), s. 159-170. ISSN 0972-1118
R&D Projects: GA AV ČR(CZ) IAA100190803
Institutional research plan: CEZ:AV0Z10190503
Keywords : optimal control * boundary value problems * Bellman optimality principle * Riccati equation
Subject RIV: BA - General Mathematics
http://www.pphmj.com/abstract/5544.htm

A linear dynamical system described by ordinary differential equations with a quadratic criterion is investigated. We prove that the minimum of the criterion functional depends only on the initial value of the optimal control. A second order linear boundary value problem for the optimal trajectory is derived.
Permanent Link: http://hdl.handle.net/11104/0197100