In this chapter, we study the open-loop solvability, the closed-loop representation of open-loop optimal control, the closed-loop solvability and give their detailed characterizations.

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Solutions to the LQ Problems

  • Weijun Meng,
  • Jingtao Shi,
  • Jiongmin Yong

摘要

In this chapter, we study the open-loop solvability, the closed-loop representation of open-loop optimal control, the closed-loop solvability and give their detailed characterizations.