Abstract: A smooth cost distribution can be a desirable feature in optimal control design when concerning even distribution of control energy and uniform resource allocation. This consideration is formulated in this paper for discrete-time linear systems where a square cost-variation term is attached to a primal quadratic performance index in an additive form. An analytical control law is obtained for the resulting non-linear-quadratic and nonseparable optimal control problem using a multilevel solution scheme. Investigating the trade-off between minimiz...
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Topics: 
Mathematical optimization