Optimal Solutions of Linear Periodic Control Systems with Convex Integrands

摘要

In this work we study the existence and asymptotic behavior of over taking optimal trajectories for linear control systems with convex integrands. We extend the results obtained by Artstein and Leizarowitz for tracking periodic problems with quadratic integrands [2] and establish the existence and uniqueness of optimal trajectories on an infinite horizon. The asymptotic dynamics of finite time optimizers is examined.