an:01417638
Zbl 0955.49019
Rozonoer, L. I.
Linear-quadratic optimization and some general hypotheses on optimal control
EN
Math. Probl. Eng. 5, No. 4, 275-289 (1999).
00061790
1999
j
49N10 49K15 49L20
optimal control; LQ-optimization; necessary and sufficient conditions of optimality; Pontryagin's maximum principle; Bellman's equation
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.