A Class of Singular Quadratic Control Problem With Nonstandard Boundary Conditions

A class of singular quadratic control problem is considered. The state is governed by a higher order system of ordinary linear differential equations and very general nonstandard boundary conditions. These conditions in many important cases reduce to standard boundary conditions and because of the conditions the usual controllability condition is not needed. In the special case where the coefficient matrix of the control variable in the cost functional is a time-independent singular matrix, the corresponding optimal control law as well as the optimal controller are computed. The method of investigation is based on the theory of least-squares solutions of multi-valued operator equations.