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Linear-quadratic optimization and some general hypotheses on optimal control. (English) Zbl 0955.49019
Summary: Necessary and sufficient conditions for existence of optimal control for all initial data are proved for an LQ-optimization problem. If these conditions are fulfilled, necessary and sufficient conditions of optimality are formulated. Basing on the results, some general hypotheses on optimal control in terms of Pontryagin’s maximum principle and Bellman’s equation are proposed.
MSC:
49N10 Linear-quadratic optimal control problems
49K15 Optimality conditions for problems involving ordinary differential equations
49L20 Dynamic programming in optimal control and differential games
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