TY - JOUR
T1 - Closed-Form Solutions of a General Inequality-Constrained LQ Optimal Control Problem
AU - Chen, Guanrong
PY - 1991/4/1
Y1 - 1991/4/1
N2 - A general linear quadratic (LQ) optimal control problem, with the dynamic system being governed by a higher-order vector-valued ordinary differential equation and with inequality-constraints on the state vector and/or the control input, is studied. Based on an explicit characterization result, optimal solutions are obtained in closed-form. A constructive method for finding the closed-form optimal solutions is proposed, and two illustrative examples are included. © 1991, Taylor & Francis Group, LLC. All rights reserved.
AB - A general linear quadratic (LQ) optimal control problem, with the dynamic system being governed by a higher-order vector-valued ordinary differential equation and with inequality-constraints on the state vector and/or the control input, is studied. Based on an explicit characterization result, optimal solutions are obtained in closed-form. A constructive method for finding the closed-form optimal solutions is proposed, and two illustrative examples are included. © 1991, Taylor & Francis Group, LLC. All rights reserved.
KW - closed-form optimal solution
KW - inequality-constraint
KW - KEY WORDS LQ optimal control
UR - http://www.scopus.com/inward/record.url?scp=33749516919&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-33749516919&origin=recordpage
U2 - 10.1080/00036819108840030
DO - 10.1080/00036819108840030
M3 - RGC 21 - Publication in refereed journal
SN - 0003-6811
VL - 41
SP - 257
EP - 279
JO - Applicable Analysis
JF - Applicable Analysis
IS - 1-4
ER -