A class of optimal control problems of systemsgoverned by the first order linear dynamic equations on time scales

Y. Gong; X. Xiang

doi:10.3934/jimo.2009.5.1

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2009, Volume 5, Issue 1: 1-10. Doi: 10.3934/jimo.2009.5.1

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A class of optimal control problems of systems governed by the first order linear dynamic equations on time scales

Y. Gong^1, and
X. Xiang^1,

1.
Department of Mathematics, Guizhou University, Guiyang, Guizhou, 550025

Received: January 31, 2008

Revised: July 31, 2008

Published: December 2008

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Abstract

This paper is mainly concerned with a class of optimal control problems of systems governed by the first order linear dynamic equations on time scales with quadratic cost functionals. Introducing the weak solutions of the first order linear dynamic equations and presenting the Arzela-Ascoli theorem on time scales, we prove the existence of solution to a class of linear quadratic optimal control problems on time scales.

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Mathematics Subject Classification: 39A12.

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A class of optimal control problems of systems governed by the first order linear dynamic equations on time scales

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