On constrained infinite-time linear quad
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D. Chmielewski; V. Manousiouthakis
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Article
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1996
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Elsevier Science
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English
β 579 KB
This work presents a solution to the infinite-time linear quadratic optimal control (ITLQOC) problem with state and control constraints. It is shown that a single, finite dimensional, convex program of known size can yield this solution. Properties of the resulting value function, with respect to in