Feedback control in LQCP with a terminal inequality constraint

Emirsajlow, Zbigniew

doi:10.1007/bf00939813

Cited by 14 publications

(4 citation statements)

References 5 publications

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“…However, examination of these functions is a tedious job and has been already done in [3]. It turns out that these functions enjoy the following properties: (a) w A (·) ∈ C(0, ∞) and is strictly decreasing.…”

Section: Solution To Problem (A)mentioning

confidence: 98%

“…This paper completes studies on linear-quadratic control problems for infinite-dimensional systems with some inequality constraints published in several papers, e.g., [2], [3], [4], [5], [6], [7] and [8]. The approach presented in those papers relies on the relationship between certain unconstrained quadratic optimization problems, depending on a scalar parameter, and constrained quadratic optimization problems.…”

Section: Introductionmentioning

confidence: 96%

See 1 more Smart Citation

On certain optimization problems with applications to control problems with constraints

Emirsajlow

2013

2013 18th International Conference on Methods &Amp; Models in Automation &Amp; Robotics (MMAR)

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The paper studies certain unconstrained optimization problems dependent of scalar parameters and defined on infinite-dimensional Hilbert spaces. The performed asymptotic analysis with respect to the scalar parameters shows that the unconstrained parametrized optimization problems provide solutions to some optimal control problems for infinite dimensional control systems with constraints. Applicability of the general results is illustrated with two examples.

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Section: Solution To Problem (A)mentioning

confidence: 98%

Section: Introductionmentioning

confidence: 96%

On certain optimization problems with applications to control problems with constraints

Emirsajlow

2013

2013 18th International Conference on Methods &Amp; Models in Automation &Amp; Robotics (MMAR)

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“…These approaches are closely related. For details, the interested reader should consult Kobayashi (1978) or Emirsajłow (1989).…”

Section: Proposition 4 Assume That Im S Is Closed Then Z Is Closedmentioning

confidence: 99%

On an infinite dimensional linear-quadratic problem with fixed endpoints: The continuity question

Przyłuski

2014

International Journal of Applied Mathematics and Computer Science

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“…Other applications can be found in the problem of controlling certain space structures [21] and portfolio selection [10]. There were some attempts in attacking the constrained LQ control problems; see for example [8,5,6,7,17,18]. However, none of these works and their associated analyses actually involve constraints on both the state and control variables.…”

Section: Introductionmentioning

confidence: 99%

Linear Quadratic Optimal Control Problems with Fixed Terminal States and Integral Quadratic Constraints

Sun

2018

Appl Math Optim

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This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable and whose solution can be approximated by the solution for a suitable unconstrained LQ problem with penalized terminal state. Using results from duality theory, the optimal control is explicitly derived by solving the Riccati equation together with an optimal parameter selection problem. It turns out that the optimal control is not only a feedback of the current state, but also a feedback of the target (terminal state). Some examples are presented to illustrate the theory developed.

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Feedback control in LQCP with a terminal inequality constraint

Cited by 14 publications

References 5 publications

On certain optimization problems with applications to control problems with constraints

On certain optimization problems with applications to control problems with constraints

On an infinite dimensional linear-quadratic problem with fixed endpoints: The continuity question

Linear Quadratic Optimal Control Problems with Fixed Terminal States and Integral Quadratic Constraints

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