On a Problem of Letov in Optimal Control

Abstract
In a series of papers [1, 2], A. M. Letov discussed an optimal regulator problem for a linear plant with bounded control variable and quadratic performance index. This problem was also discussed by Chang [3]. Krasovskii and Letov observed later [4] that the solution proposed in [1, 2, and 3] may be correct only for special choices of the initial value of the state vector. In the present note, further aspects of the solution in the general case are described and three examples are given. The possible existence of a regime of unsaturated-nonlinear optimal control is demonstrated. The presence of this regime in the optimal control law was apparently overlooked in [1–4].