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An optimal feedback control has been obtained for linear-quadratic optimal control problems with constraints described by differential-algebraic equations. For that purpose, a new implicit Riccati equation (Riccati differential algebraic system) is provided, and its solvability is investigated. It is shown that one can do without those strong consistency… (More)

performance index has been constructed as series of non-negative integer powers of a small parameter. The estimates have been obtained for the proximity of the asymptotic approximate solutions to the exact one. The nice property is proved, namely, the values of the minimized functional do not increase when higher-order approximations to the optimal control… (More)

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