Robust Solution of the Multi-Model Singular Linear-Quadratic Optimal Control Problem: Regularization Approach

We consider a finite horizon multi-model linear-quadratic optimal control problem. For this problem, we treat the case where the problem’s functional does not contain a control function. The latter means that the problem under consideration is a singular optimal control problem. To solve this proble...

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Bibliographic Details
Main Author: Valery Y. Glizer
Format: Article
Language:English
Published: MDPI AG 2023-10-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/12/10/955