Closed-Form Solutions of a General Inequality-Constrained LQ Optimal Control Problem
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 257-279 |
| Journal / Publication | Applicable Analysis |
| Volume | 41 |
| Issue number | 1-4 |
| Publication status | Published - 1 Apr 1991 |
| Externally published | Yes |
Link(s)
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.
Research Area(s)
- closed-form optimal solution, inequality-constraint, KEY WORDS LQ optimal control
Citation Format(s)
Closed-Form Solutions of a General Inequality-Constrained LQ Optimal Control Problem. / Chen, Guanrong.
In: Applicable Analysis, Vol. 41, No. 1-4, 01.04.1991, p. 257-279.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
