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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
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.
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页码：323 / 341
页数：19
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