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Problem of optimal control for bilinear systems with endpoint constraint (2107.12663v1)

Published 27 Jul 2021 in math.OC

Abstract: In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former. Then a class of bilinear systems for which the optimal control can be expressed as a time-varying feedback law will be identified. Finally, applications to parabolic and hyperbolic partial differential equations are provided.

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