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LOCAL MAXIMUM PRINCIPLE FOR SINGULAR DISCRETE-TIME LINEAR SYSTEMS
Singular linear systems local maximum pr
2007/12/10
摘要 In this paper a local maximum principle for the singular discrete-time linear system Mx(k)=φx(k-1)+Bu(k-1)is investigated. By using this local maximum principle we can discussthe linear-quadratic o...
MAXIMUM PRINCIPLE FOR THE OPTIMAL CONTROL OF AN ABLATION-TRANSPIRATION COOLING SYSTEM
Ablation-transpiration cooling process
2007/8/7
This paper is concerned with an optimal control problem of anablation-transpiration cooling control system withStefan-Signorini boundary condition. The existence of weaksolution of the system is consi...
MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL PROBLEM OF FULLY COUPLEDFORWARD-BACKWARD STOCHASTIC SYSTEMS
Stochastic differential equations forwa
2007/8/7
The optimal control problem of fully coupled forward-backward stochastic systems is put forward. A necessary condition, called maximum principle, for an optimal control of the problem with the control...