A control problem with fuel constraint and Dawson–Watanabe superprocesses
✍ Scribed by Schied, Alexander
- Book ID
- 127210205
- Publisher
- Institute of Mathematical Statistics
- Year
- 2013
- Tongue
- English
- Weight
- 293 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1050-5164
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## Abstract In this paper, we consider the linear‐quadratic control problem with an inequality constraint on the control variable. We derive the feedback form of the optimal control by the agency of the unconstrained linear‐quadratic control systems. Copyright © 2001 John Wiley & Sons, Ltd.
A computational algorithm for a class of time-lag optimal control problems involving control and terminal inequality constraints is presented. The convergence properties of the algorithm are also investigated. To test the algorithm, several examples are solved. KEY WORDS Non-linear time-lag system L