Project supported by the National Natural Science Foundation of China (No. 10472038);the Science Foundation of the Ministry of Education of China for Ph.D. Programme (No. 20050730016);the National Science Foundation of China for 0utstanding Young Researchers (No. 10025208).
Based on generalized the variation method, by introducing Hamilton function and Lagrange multiplier, this paper proposed a linear quadratic optimal control strategy for an incomplete controllable system with fixed ter...