## Abstract In this paper, we consider the linear‐quadratic 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 linear‐quadratic control systems. Copyright © 2001 John Wiley & Sons, Ltd.
Parametric variational solution of linear-quadratic optimal control problems with control inequality constraints
✍ Scribed by Hai-jun Peng 彭海军,Qiang Gao 高 强,Hong-wu Zhang
- Book ID
- 126350247
- Publisher
- Springer
- Year
- 2014
- Tongue
- English
- Weight
- 547 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0253-4827
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
This paper considers a linear-nonquadratic optimal control problem subject to nonlinear terminal inequality constraints. We approximate it by a series of approximate problems via the penalty method. It is shown that the optimal control functions of the approximate problems uniformly converge to the
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