Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 257-279 |
| Journal | Applicable Analysis |
| Volume | 41 |
| Issue number | 1-4 |
| DOIs | |
| Publication status | Published - 1 Apr 1991 |
| Externally published | Yes |
Research Keywords
- closed-form optimal solution
- inequality-constraint
- KEY WORDS LQ optimal control
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