Optimal Control for Matrix Differential Equation by the Bellman Method
В. В. Пічкур, Fedor G. Garashchenko · Journal of Automation and Information Sciences · 2000
The dynamic programming method is used for solution of the problem of optimal control for matrix differential equation. We adduce the statement about differentiation of certain functions of matrix argument, optimality principle and the Bellman differential equation. The problem of optimal control for the matrix differential equation of the Lyapunov type is solved. The obtained theoretical results are used for solving problems of optimization for estimates of practical stability of linear systems.