A Deterministic Affine-Quadratic Optimal Control Problem
Optimization and Control
2019-02-20 v1
Abstract
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is differentiable and therefore satisfies the corresponding Hamilton-Jacobi-Bellman equation in the classical sense. Moreover, the so-called quasi-Riccati equation is derived and any optimal control admits a state feedback representation.
Cite
@article{arxiv.1305.3559,
title = {A Deterministic Affine-Quadratic Optimal Control Problem},
author = {Yuanchang Wang and Jiongmin Yong},
journal= {arXiv preprint arXiv:1305.3559},
year = {2019}
}
Comments
30 pages