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A maximum principle for optimal control for a class of controlled systems
Published online by Cambridge University Press: 17 February 2009
Abstract
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Applying Ekeland's variational principle in this paper, we obtain a maximum principle for optimal control for a class of two-point boundary value controlled systems. The control domain need not be convex. For a special case, that is the so called LQ-type problem, we obtain the optimal control in the closed loop form and a corresponding Riccati type differential equation.
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- Copyright © Australian Mathematical Society 1996
References
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