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

Wensheng Xu
1996 The Journal of the Australian Mathematical Society Series B Applied Mathematics  
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.
doi:10.1017/s0334270000000564 fatcat:atzy4robjzaobbmrnbkqkhyade