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• W2036804930 endingPage "950" @default.
• W2036804930 startingPage "932" @default.
• W2036804930 abstract "In this paper we first derive the verification theorem for nonlinear optimal control problems over time scales. That is, we show that the value function is the only solution of the Hamilton–Jacobi equation, in which the minimum is attained at an optimal feedback controller. Applications to the linear-quadratic regulator problem (LQR problem) gives a feedback optimal controller form in terms of the solution of a generalized time scale Riccati equation, and that every optimal solution of the LQR problem must take that form. A connection of the newly obtained Riccati equation with the traditional one is established. Problems with shift in the state variable are also considered. As an important tool for the latter theory we obtain a new formula for the chain rule on time scales. Finally, the corresponding LQR problem with shift in the state variable is analyzed and the results are related to previous ones." @default.
• W2036804930 created "2016-06-24" @default.
• W2036804930 creator A5051494043 @default.
• W2036804930 creator A5055824518 @default.
• W2036804930 date "2012-01-01" @default.
• W2036804930 modified "2023-10-16" @default.
• W2036804930 title "Hamilton–Jacobi theory over time scales and applications to linear-quadratic problems" @default.
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• W2036804930 doi "https://doi.org/10.1016/j.na.2011.09.027" @default.
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