A Note on Fixed-Time Linear Quadratic Constrained Optimization with Terminal Constraints

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Owens, D.H.
  • Publisher: Department of Automatic Control and Systems Engineering

A simple approach to the Minimum Principle for linear differential systems with fixed-time, quadratic state weighting is presented which requires only the application of elementary matrix manipulations and integration by parts. The results takes the form of sufficient conditions for optimality and could play a useful role in the teaching of the essential concepts of optimal control theory to non-mathematicians.
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