## Abstract In this paper, we consider the linearβquadratic 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 linearβquadratic control systems. Copyright Β© 2001 John Wiley & Sons, Ltd.
β¦ LIBER β¦
Optimal control of linear diffusion processes with quadratic error criteria
β Scribed by S.S. Prabhu; I. McCausland
- Publisher
- Elsevier Science
- Year
- 1972
- Tongue
- English
- Weight
- 803 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0005-1098
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## The present paper proposes a numerical approach to a linear optimal control problem with a quadratic performance index. In this technique, the time interval is divided into a number of time segments and all of the unknown functions which appear in the performance index are either interpolated lin