it is noted that the path constraints are in general inequality constraints and thus may not be active (i.e., equal to zero) at the optimal solution. It is also noted that the optimal control problem as stated above may have multiple solutions (i.e., the solution may not be unique). Thus, it is most often the case that any solution to the optimal control problem is locally minimizing.

Linear quadratic control

A special case of the general nonlinear optimal control problem given in the previous section is the ''linear quadratic'' (LQ) optimal control problem.

1.Previous
3.Next