INFINITE HORIZON LINEAR QUADRATIC OVERTAKING OPTIMAL CONTROL PROBLEMS

被引：3
|
作者：
Huang, Jianping [1 ]
Yong, Jiongmin [2 ]
Zhou, Hua-Cheng [1 ]
机构：
[1] Cent South Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
[2] Univ Cent Florida, Dept Math, Orlando, FL 32816 USA
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2021年 / 59卷 / 02期
基金：
中国国家自然科学基金;
关键词：
linear quadratic problem; overtaking optimal control; controllability;
D O I：
10.1137/20M1361675
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming a controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state equation and the weight functions in the linear terms in the running cost rate function. Classical approaches do not apply for such problems. Existence and nonexistence of overtaking optimal controls in various cases are established. Some concrete examples are presented. These results show that the overtaking optimality approach can be used to solve some of the above-mentioned problems and at the same time, the limitation of this approach is also revealed.
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页码：1312 / 1340
页数：29
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