Počet záznamů: 1

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

  1. 1.
    0359291 - MU-W 2012 RIV IN eng J - Článek v odborném periodiku
    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
    Grant CEP: GA AV ČR(CZ) IAA100190803
    Výzkumný záměr: CEZ:AV0Z10190503
    Klíčová slova: optimal control * boundary value problems * Bellman optimality principle * Riccati equation
    Kód oboru RIV: BA - Obecná matematika
    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.
    Trvalý link: http://hdl.handle.net/11104/0197100
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