Continuous Time Linear Quadratic Regulator With Control Constraints via Convex Duality

DOI10.1109/TAC.2007.895915MaRDI QIDQ5282119zbMATH OpenOpenAlexFDO

Authors Rafal Goebel, Maksim V. Subbotin

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2007.895915

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Optimality conditions and duality in mathematical programming (90C46)

Cited in

(15)

• A game representation for a finite horizon state constrained continuous time linear regulator problem
• Quadratic Regulator Theory and Linear Filtering Under System Constraints
• Constrained linear time-varying quadratic regulation with guaranteed optimality
• scientific article; zbMATH DE number 5657106 (Why is no real title available?)
• Linear control of time-domain constrained systems
• Parametric variational solution of linear-quadratic optimal control problems with control inequality constraints
• A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
• A characteristic method for fully convex Bolza problems over arcs of bounded variation
• scientific article; zbMATH DE number 5209951 (Why is no real title available?)
• The explicit linear quadratic regulator for constrained systems
• On a constrained infinite-time horizon linear quadratic game
• The Mixed-Observable Constrained Linear Quadratic Regulator Problem: the Exact Solution and Practical Algorithms
• On stable solution of the problem of disturbance reduction in a linear dynamical system
• Subgradient evolution of value functions of discrete-time convex Bolza problems
• An efficient cost reduction procedure for bounded-control LQR problems

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