Uniformly Lipschitz feedback optimal controls in a linear-quadratic framework

作者：Xu Yashan^*

来源：Journal of Mathematical Analysis and Applications, 2007, 327(1): 665-678.

DOI：10.1016/j.jmaa.2006.04.029

• feedback control
• uniformly Lipschitz condition
• linear quadratic
• value function

A uniformly k-Lipschitz feedback optimal control problem is considered in a linear quadratic framework. The value function is derived by a comparison-based reasoning, via which a necessary condition to the existence of optimal solutions is obtained: optimal feedback controls must be linear.

• 出版日期2007-3-1
• 单位复旦大学