J Austral Math Soc Ser B 38 pp172--181, 1996.

A maximum principle for optimal control for a class of controlled systems

Wensheng Xu

(Received 1 July 1994; revised 28 February 1995)

Abstract

Applying Ekeland's variational principle in this paper, we obtain a maximum principle for optimal control for a class of two-point boundary value controlled systems. The control domain need not be convex. For a special case, that is the so called LQ-type problem, we obtain the optimal control in the closed loop form and a corresponding Riccati type differential equation.

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Author

Wensheng Xu: Department of Mathematics, Zhejiang University, Hangzhou 310027, P. R. China.

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Last Modified: Mon Dec 10 16:42:46 2001