Control Problems with Linear Dynamics, Quadratic Criterion, and Linear Terminal Constraints.

by Stuart E. Dreyfus

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A new approach to a linear optimal regulator problem for which admissible trajectories must terminate on a specified hyperplane. The usual treatment leads to computationally unsatisfactory solutions involving differential equations with unbounded terminal boundary values. This Paper re-expresses the problem so that the solution depends on Lagrange multiplier parameters which are determined so that optimal trajectories intersect the specified terminal hyperplane. Then computations involve only finite quantities. 13 pp. Refs.

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