user

OPTIMAL FEEDBACK-CONTROL FOR A LINEAR-QUADRATIC CONTROL PROBLEM WITH A STATE INEQUALITY CONSTRAINT

被引：2
|
作者：
MAO, YY
机构：
[1] Department of Mathematics, Tianjin University, Tianjin
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1994年 / 82卷 / 02期
关键词：
LINEAR-QUADRATIC CONTROL PROBLEMS; OPTIMAL FEEDBACK CONTROL; ADMISSIBLE CONTROLS; STATE CONSTRAINTS;
D O I：
10.1007/BF02191857
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we consider the linear-quadratic control problem (LQCP) for systems defined by evolution operators with an inequality constraint on the state. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closed-loop structure. The synthesis of the feedback control requires one to solve two Riccati integral equations.
引用
收藏
页码：323 / 341
页数：19
相关论文
共 50 条
  • [21] Parametric Regularization of the Functional in a Linear-quadratic Optimal Control Problem
    Srochko, Vladimir A.
    Arguchintsev, Alexander V.
    [J]. BULLETIN OF IRKUTSK STATE UNIVERSITY-SERIES MATHEMATICS, 2024, 49 : 32 - 44
  • [22] Parametric variational solution of linear-quadratic optimal control problems with control inequality constraints
    彭海军
    高强
    张洪武
    吴志刚
    钟万勰
    [J]. Applied Mathematics and Mechanics(English Edition), 2014, 35 (09) : 1079 - 1098
  • [23] Parametric variational solution of linear-quadratic optimal control problems with control inequality constraints
    Peng, Hai-jun
    Gao, Qiang
    Zhang, Hong-wu
    Wu, Zhi-gang
    Zhong, Wan-xie
    [J]. APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION, 2014, 35 (09) : 1079 - 1098
  • [24] LINEAR-QUADRATIC CONTROL WITH STABILITY DEGREE CONSTRAINT
    LIU, Y
    YEDAVALLI, RK
    [J]. SYSTEMS & CONTROL LETTERS, 1993, 21 (03) : 181 - 187
  • [25] About Solution of Discrete Linear-Quadratic Optimal Control Problem
    Troshina, N. Yu
    [J]. IZVESTIYA SARATOVSKOGO UNIVERSITETA NOVAYA SERIYA-MATEMATIKA MEKHANIKA INFORMATIKA, 2009, 9 (04): : 52 - 60
  • [26] Parametric variational solution of linear-quadratic optimal control problems with control inequality constraints
    Hai-jun Peng
    Qiang Gao
    Hong-wu Zhang
    Zhi-gang Wu
    Wan-xie Zhong
    [J]. Applied Mathematics and Mechanics, 2014, 35 : 1079 - 1098
  • [27] Revisit of Linear-Quadratic Optimal Control
    M. Pachter
    [J]. Journal of Optimization Theory and Applications, 2009, 140 : 301 - 314
  • [28] Revisit of Linear-Quadratic Optimal Control
    Pachter, M.
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2009, 140 (02) : 301 - 314
  • [29] EXISTENCE OF AN OPTIMAL FEEDBACK-CONTROL IN A CONTROL PROBLEM
    JANIN, R
    SENTIS, R
    [J]. NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1981, 5 (01) : 27 - 45
  • [30] Singular Solution of an Infinite Horizon Linear-Quadratic Optimal Control Problem with State Delays
    Glizer, Valery Y.
    [J]. VARIATIONAL AND OPTIMAL CONTROL PROBLEMS ON UNBOUNDED DOMAIN, 2014, 619 : 59 - 98
12345