Feedback control in LQCP with a terminal inequality constraint (Q1108985)

This paper considers the linear-quadratic control problem (LQCP) for systems defined by evolution operators with a terminal state inequality constraint. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closed-loop structure. The synthesis of the feedback control requires to solve an integral Riccati equation for the unconstrained LQCP and a linear integral equation whose solution depends on a real parameter satisfying an additional condition.