An optimal control problem with piecewise quadratic cost functional containing a ‘dead‐zone’

Abstract In this paper, we describe an exact solution method for the problem of optimally controlling a deterministic discrete linear system with piecewise quadratic cost functional containing a ‘dead‐zone’. This model generalizes the well‐known optimal control model for a linear system with (symmetric) quadratic objective functional. This more general problem is solved by using concepts and techniques from the theory of nonlinear programming, …