CONTROL PROBLEMS WITH LINEAR DYNAMICS, QUADRATIC CRITERION, AND LINEAR TERMINAL CONSTRAINTS,
Abstract
The paper examines a linear optimal regulator problem for which admissible trajectories must terminate on a specified hyperplane. The usual treatment leads to computationally unsatisfactory conclusions involving differential equations whose terminal boundary values are unbounded. The paper remedies this condition by re-expressing the problem so that the solution depends on Lagrange multiplier parameters which are determined so that optimal trajectories intersect the specified terminal hyperplane. Computations based on this procedure involve only finite quantities. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1966
- Accession Number
- AD0644592
Entities
People
- S. E. Dreyfus
Organizations
- RAND Corporation