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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

Wensheng Xu
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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.

Type
Research Article
Information
The ANZIAM Journal , Volume 38 , Issue 2 , October 1996 , pp. 172 - 181
Copyright
Copyright © Australian Mathematical Society 1996

References

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