Solution to constrained LQ singular optimal control

Abstract:

This paper is devoted to solving a constrained linear-quadratic (LQ) singular optimal control problem. Differing from the traditional way, it avoids adding a small perturbation for an approximation process. The optimal control of this problem is given explicitly with the co-state variable by the Pontryagin maximum principle and the canonical backward differential flow.

Key words:LQ singular optimal control problem; Pontryagin maximum principle; canonical backward differential flows