Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal
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Published:2017-09
Issue:5
Volume:72
Page:210-212
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ISSN:0027-1322
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Container-title:Moscow University Mathematics Bulletin
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language:en
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Short-container-title:Moscow Univ. Math. Bull.
Subject
General Mathematics
Reference4 articles.
1. F. L. Chernous’ko and V. B. Kolmanovskii, Optimal Control under Random Perturbation (Fizmatlit, Moscow, 1978) [in Russian].
2. S. K. Suslov, “Quantum Integrals of Motion for Variable Quadratic Hamiltonians,” Ann. Phys. 325 (9), 1884 (2010).
3. S. S. T. Yau, “Computation of Fokker–Planck Equation,” Quart. Appl. Math. 62 (4), 643 (2004).
4. A. G. Chechkin, “Explicit Form of the Fundamental Solution to a Second Order Parabolic Operator,” J. Math. Sci. 210 (4), 545 (2015).