Analytical solution of a linear quadratic optimal control problem with control value constraints
โ Scribed by Aipanov, Sh. A.; Murzabekov, Z. N.
- Book ID
- 125395328
- Publisher
- SP MAIK Nauka/Interperiodica
- Year
- 2014
- Tongue
- English
- Weight
- 353 KB
- Volume
- 53
- Category
- Article
- ISSN
- 1064-2307
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๐ SIMILAR VOLUMES
We derive closed-form solutions for the linear-quadratic (LQ) optimal control problem subject to integral quadratic constraints. The optimal control is a non-linear function of the current state and the initial state. Furthermore, the optimal control is easily calculated by solving an unconstrained
We establish regularity properties of solutions of linear quadratic optimal control problems involving state inequality constraints. Under simply stated and directly verifiable hypotheses on the data, it is shown that if the state constraint has index k > 0 then the o ~timal control ~ is k times dif