Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints

DOI10.1007/S00245-018-9532-7zbMATH Open1461.49045arXiv1705.03656OpenAlexW2964311133MaRDI QIDQ2019991FDOQ2019991

Authors: Jingrui Sun 

Publication date: 22 April 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Abstract: This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable and whose solution can be approximated by the solution for a suitable unconstrained LQ problem with penalized terminal state. Using results from duality theory, the optimal control is explicitly derived by solving the Riccati equation together with an optimal parameter selection problem. It turns out that the optimal control is not only a feedback of the current state, but also a feedback of the target (terminal state). Some examples are presented to illustrate the theory developed.

Full work available at URL: https://arxiv.org/abs/1705.03656

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zbMATH Keywords

constraintfeedbackRiccati equationcomplete controllabilitylinear quadratic optimal control

Mathematics Subject Classification ID

Controllability (93B05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Linear-quadratic optimal control problems (49N10) Duality theory (optimization) (49N15) Optimal feedback synthesis (49N35)

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Cited In (11)

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• The relationship between terminal state constraints and penalties for the discrete-time LQP problem associated with the adjustment of accelerometer data
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• LQ tracking controls with fixed terminal states and their application to receding horizon controls
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• A Riccati approach for constrained linear quadratic optimal control
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