Necessary and sufficient conditions for optimality in linear-quadratic problems of optimal control

Kogan J.

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Necessary and sufficient conditions for optimality in linear-quadratic problems of optimal control

机译：最优控制线性二次问题最优解的充要条件

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Linear-quadratic Bolza problems of optimal control with variable end points are considered. Under the strengthened Legendre condition, necessary and sufficient optimality conditions are established, and it is shown that the linear-quadratic Bolza problem of optimal control can be reduced to a quadratic minimization problem in a finite-dimensional space. Simple simulations where solutions of a nonlinear problem can be recovered from solutions of the accessory linear-quadratic problem are indicated. Conjectures regarding sufficient conditions for optimality in nonlinear Bolza problems are included.

机译：考虑具有可变端点的最优控制的线性二次Bolza问题。在强化的Legendre条件下，建立了必要和充分的最优性条件，证明了最优控制的线性二次Bolza问题可以在有限维空间内简化为二次最小化问题。指出了可以从辅助线性二次问题的解中恢复非线性问题的解的简单模拟。关于非线性Bolza问题的最优性的充分条件的猜想也包括在内。

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《IEEE Transactions on Automatic Control》 |1990年第12期|P.1365-1369|共5页
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Kogan J.;
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正文语种 eng
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Necessary and sufficient conditions for optimality in linear-quadratic problems of optimal control

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