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On constrained infinite-time linear quadratic optimal control with stochastic disturbances

โœ Scribed by Donald J. Chmielewski; Vasilios Manousiouthakis

Book ID
118479017
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
381 KB
Volume
15
Category
Article
ISSN
0959-1524

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๐Ÿ“œ SIMILAR VOLUMES

On constrained infinite-time linear quad
On constrained infinite-time linear quadratic optimal control
โœ D. Chmielewski; V. Manousiouthakis ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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