Linear-Quadratic Optimal Control Problem with Constrained Control
An analytical-numerical method for solving a boundary value optimal control problem with constrained control is
suggested. The embedding principle underlying the method is based on the general solution of a Fredholm integral equation
of the first kind and its analytic representation; the method permits one to reduce the boundary value optimal control
problem with constraints to an optimization problem with free right end of the trajectory.
Keywords - Linear-quadratic optimal control problem, constrained control, imbedding principle, admissible control, optimal