I was reviewing "optimal control, linear quadratic methods" by B.O. Anderson and J. Moore; In chapter 2 there is a problem which asks the reader to show that it is not possible to solve finite horizon LQ with x(tf)=0 in feedback form u=Kx.
After doing some calculations, I found out that K->inf as t->tf due to the exponential state transition matrix (xdot=Ax+Bu; if u=Kx then xdot=(A+BK)x). So the feedback form u=Kx is not valid optimal control solution because K is unbounded.
Open loop solution can be found simply, but I was wondering if there is any way to solve this problem in feedback form (optimally or sub-optimally) when it is necessary to satisfy x(tf)=0 exactly. Do you have any recommendations?