Extreme Points for Linear Optimal Control Problems with Diagonal Structure
Edward James Anderson, Andy Philpott · SIAM Journal on Control and Optimization · 1992
This paper discusses the extreme points of the feasible set for a certain type of optimal control problem with constraints on both the state and control variables. The problem is posed as a continuous-time linear program in the space of bounded measurable functions. The extreme points can be characterized by a certain full rank condition.