RUS  ENG
Full version
JOURNALS // Sibirskii Matematicheskii Zhurnal // Archive

Sibirsk. Mat. Zh., 1993 Volume 34, Number 4, Pages 70–80 (Mi smj1629)

This article is cited in 3 papers

An estimate for Green's matrix of a Hamiltonian system in the optimal control problem

S. K. Godunov


Abstract: We obtain an estimate for the Green's matrix of a Hamilton system in the classical optimal control problem in terms of the norms of matrices discribing the quality of the optomal control; the criterion of quality is quadratic. These matrices solve an extended matrix system that involves the classical Riccati–Lourier equation. Conditionality of the system too is estimated in terms of the norms of solutions.

UDC: 519.6

Received: 03.08.1992


 English version:
Siberian Mathematical Journal, 1993, 34:4, 653–662

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024