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Structure of minimizers in linear-quadratic Bolza problems of optimal control |
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| Authors: | J Kogan |
| Institution: | (1) Department of Mathematics, Purdue University, Lafayette, Indiana |
| Abstract: | In this paper, we study intersections of extremals in a linear-quadratic Bolza problem of optimal control. The structure of the inter-sections is described. We show that this structure implies the semipositive definiteness of the quadratic cost functional. In addition, we derive necessary and sufficient conditions for the existence of minimizers. |
| Keywords: | Linear-quadratic control problems Pontryagin maximum principle necessary and sufficient conditions for optimality Legendre quadratic forms |
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