ON THE CONTROL OF A LINEAR FUNCTIONAL-DIFFERENTIAL EQUATION WITH QUADRATIC COST,
Abstract
The paper is concerned with finding the control u(.) which minimizes the quadratic functional V superscript u(x sub t, t) = the integral from t to T of the quantity (x'(s)Mx(s) + u'(s)N(s)u(s))ds, where M(s) and N(s) are continuous, M(s)= or > O, and N(s) > O for each s in (O,T). (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1969
- Accession Number
- AD0688234
Entities
People
- D. I. Barnea
- Harold J. Kushner
Organizations
- Brown University