Advertisement

Introduction

  • Jingrui SunEmail author
  • Jiongmin Yong
Chapter
  • 13 Downloads
Part of the SpringerBriefs in Mathematics book series (BRIEFSMATH)

Abstract

This chapter is an introduction to the linear-quadratic optimal control problem and serves as a motivation for the book. The history of linear-quadratic problems is briey reviewed and some classical results for deterministic linear-quadratic problems are collected. As an abstract framework for studying the linear-quadratic problem, the optimization problem for quadratic functionals in a Hilbert space is also discussed.

Keywords

Linear-quadratic Optimal control Value function Optimality system Riccati equation Quadratic functional 

Copyright information

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Department of MathematicsSouthern University of Science and TechnologyShenzhenChina
  2. 2.Department of MathematicsUniversity of Central FloridaOrlandoUSA

Personalised recommendations