The linear-quadratic optimal control problem with positive controllers†
作者:
M. PACHTER,
期刊:
International Journal of Control
(Taylor Available online 1980)
卷期:
Volume 32,
issue 4
页码: 589-608
ISSN:0020-7179
年代: 1980
DOI:10.1080/00207178008922875
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The linear-quadratic optimal control problem with positive controllers is considered. Specifically, necessary and sufficient conditions are given for the existence of a solution to the optimal control problem ; the form of these conditions is explicit for the case where a trajectory-dependent term in the integrand of the pay-off functional is absent. Extensive comments are made on the special case of the classical (control-unconstrained) linear-quadratic optimal control problem. In our derivation, methods of non-linear analysis inRnare employed throughout.
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