PENYELESAIAN MASALAH KONTROL KUADRATIK LINIER YANG MEMUAT FAKTOR DISKON

Mezi Fauziatul Husna

Abstract


The linear quadratic control problem is an optimal control problem which
has been used in various fields. In this paper, we will study the solving of linear quadratic
control problem that contains a discount factor. By using the change of variables technique, some sufficient condition for the existence of optimal control is determined. Some
examples are also presented.


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DOI: https://doi.org/10.25077/jmu.2.1.65-71.2013

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