Abstract
In this note we consider a linear-quadratic time dependent control problem where the state end-points are constrained to affine varieties and where there is an affine pointwise state-control constraint. The problem is analyzed over a finite time interval. We characterize the existence of a unique solution by means of the existence of a solution of an associated Riccati equation. The optimal control solving the affine problem is expressed in a feed-back type form.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
