Nonconvex optimization problem: The infinite-horizon linear-quadratic control problem with quadratic constraints
β Scribed by V.A. Yakubovich
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 577 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0167-6911
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π 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
## Abstract In this paper, we consider the linearβquadratic control problem with an inequality constraint on the control variable. We derive the feedback form of the optimal control by the agency of the unconstrained linearβquadratic control systems. Copyright Β© 2001 John Wiley & Sons, Ltd.
A tutorial review of this basic system theory problem emphasizes dynamical system arguments and simple proof cycles.