Journal of Applied Mathematics and Stochastic Analysis
Volume 2006 (2006), Article ID 41926, 22 pages
doi:10.1155/JAMSA/2006/41926
Abstract
A constrained closed-loop optimal control problem is considered in
a linear-quadratic framework. To solve the problem, a special type
open-loop optimal control problem and a standard open-loop optimal
control problem are introduced and carefully studied, via which
the existence and uniqueness of the globally optimal closed-loop
control is established by a synthesis method.