Existence of optimal solutions for the convex control problem
Let A∈Rn×nA\in\mathbb{R}^{n \times n}A∈Rn×n, B∈Rn×mB\in\mathbb{R}^{n \times m}B∈Rn×m, T>0T>0T>0, β∈1,2,…,m−1\beta\in\\{1,2,\dots,m-1\\}β∈1,2,…,m−1, and αj∈(0,T]\alpha_j\in(0,T]αj∈(0,T] for j=1,2,…,mj=1,2,\dots,mj=1,2,…,m, as in Problem … exist. The exist…
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