Uniformly Lipschitz feedback optimal controls in a linear-quadratic framework

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:327

Article

Xu, Yashan

关键词: feedback control;    uniformly Lipschitz condition;    linear quadratic;    value function;   

DOI  :  10.1016/j.jmaa.2006.04.029

来源: Elsevier

【 摘 要 】

A uniformly k-Lipschitz feedback optimal control problem is considered in a linear quadratic framework. The value function is derived by a comparison-based reasoning, via which a necessary condition to the existence of optimal solutions is obtained: optimal feedback controls must be linear. (c) 2006 Elsevier Inc. All rights reserved.

【 授权许可】

Free