Lagrange principle in quadratic optimal control problems with infinite horizon

被引：1
|
作者：
Arutyunov, A. V. [1 ]
机构：
[1] Peoples Friendship Univ Russia, Moscow, Russia
来源：
DIFFERENTIAL EQUATIONS | 2009年 / 45卷 / 11期
基金：
俄罗斯基础研究基金会;
关键词：
Quadratic Form; Optimal Control Problem; Dual Problem; Duality Relation; Dimensional Linear Subspace;
D O I：
10.1134/S001226610911005X
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We consider a quadratic optimal control problem on an infinite time interval with integral quadratic equality and inequality constraints. For this (generally, nonconvex) problem, we justify the Lagrange constraint removal principle and the duality relation. The obtained result is based on the general theory of extremal problems, namely, on necessary second-order extremum conditions.
引用
收藏
页码：1595 / 1601
页数：7
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