Computation of singular linear quadratic optimal control

被引：0
|
作者：
机构：
[1] Zhou, Jiani
[2] Zhu, Jinghao
来源：
Zhu, J. (jinghaok@online.sh.cn) | 1600年 / Science Press卷 / 41期
关键词：
Convergence results - Differential Riccati equation - Iteration process - Linear quadratic optimal control - LQ optimal control - Optimal controls - Riccati differential equation - Singular optimal control;
D O I：
10.3969/j.issn.0253-374x.2013.04.026
中图分类号：
学科分类号：
摘要：
A class of linear quadratic (LQ) singular optimal control problems is investigated by an iteration process of Riccati differential equation for classical LQ optimal control problem. The convergence result is obtained to give an algorithm for computing the optimal value of this kind of problem. Moreover, three examples are given to illustrate the iteration process.
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