Linear quadratic regulator problem with positive controls

DOI10.1080/002071798222208MaRDI QIDQ4259048zbMATH OpenOpenAlexFDO

Authors W. P. Maurice H. Heemels, Stephanus J. L. Van Eijndhoven, Anton A. Stoorvogel

Publication date 22 August 1999

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002071798222208

zbMATH Keywords

dynamic programmingfinite and infinite horizon problemlinear quadratic regulator problemnecessary and sufficient conditions for optimalitynumerical algorithmoptimal controlPontryagin's maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10)

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• The Numerical Solution of the Linear Regulator Problem with Positive Control
• Linear control of time-domain constrained systems
• A biology-inspired approach to the positive integral control of positive systems: the antithetic, exponential, and logistic integral controllers
• Energy-based stochastic control of neural mass models suggests time-varying effective connectivity in the resting state
• A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
• H_ positive filter-based control for positive linear systems
• Constrained stochastic recursive linear quadratic optimal control problems and application to finance

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