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-We represent the minimal cost and the optimal feedback for the linear-quadratic optimal control problem with linear constraints on the terminal state in terms of a solution of the matrix Riccati equation which is obtained as a limit of certain solutions, representing the optimal cost for the unconstrained problem with penalized terminal state. Also, we examine the convergence of the solution for the upper limit of the interval tending to infinity and the stabilizing effect of the limit control. As a by-product of our method we obtain some improvement of the known results for the unconstrained nonautonomous infinite interval problem.
Date of Publication: Apr 1981