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This article is cited in 3 scientific papers (total in 3 papers)
A numerical method for solving linear-quadratic control problems with constraints
Mikhail I. Gusev, Igor V. Zykov N.N. Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg, Russia
Abstract:
The paper is devoted to the optimal control problem for a linear system with integrally constrained control function. We study the problem of minimization of a linear terminal cost with terminal constraints given by a set of linear inequalities. For the solution of this problem we propose two-stage numerical algorithm, which is based on construction of the reachable set of the system. At the first stage we find a solution to finite-dimensional optimization problem with a linear objective function and linear and quadratic constraints. At the second stage we solve a standard linear-quadratic control problem, which admits a simple and effective solution.
Keywords:
Optimal control, Reachable set, Integral constraints, Convex programming, Semi-infinite linear programming.
Citation:
Mikhail I. Gusev, Igor V. Zykov, “A numerical method for solving linear-quadratic control problems with constraints”, Ural Math. J., 2:2 (2016), 108–116
Linking options:
https://www.mathnet.ru/eng/umj24 https://www.mathnet.ru/eng/umj/v2/i2/p108
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Abstract page: | 390 | Full-text PDF : | 113 | References: | 69 |
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