Explicit Solution to a Linear-Quadratic Optimal Control Problem with an Arbitrary Terminal / A. Z. Asekov. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2017. № 5. P. 55-58 [Moscow Univ. Math. Bulletin. Vol. 72, N 2, 2017. P. 210-212].

An optimal control problem of minimization of the sum of a linear-quadratic integral functional and a terminal of arbitrary form is considered. It is proved that in this case a control can be also constructed in an explicit analytic form.

Key words: linear-quadratic regulator.

№ 5/2017