Existence and uniqueness of constrained globally optimal feedback controlsin a linear-quadratic framework

[摘要] A constrained closed-loop optimal control problem is considered ina linear-quadratic framework. To solve the problem, a special typeopen-loop optimal control problem and a standard open-loop optimalcontrol problem are introduced and carefully studied, via whichthe existence and uniqueness of the globally optimal closed-loopcontrol is established by a synthesis method.

[学科分类] 应用数学