Linear-quadratic optimal sampled-data control problems: convergence result and Riccati theory

DOI10.1016/j.automatica.2017.02.013zbMath1371.93123arXiv1604.06350OpenAlexW2962876517MaRDI QIDQ2409358

Loïc Bourdin, Emmanuel Trélat

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.06350

zbMATH Keywords

optimal controlconvergencesampled-data controlPontryagin's maximum principledynamic programming principledigital controllinear-quadratic problemsRiccati theory

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Linear-quadratic optimal control problems (49N10) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items

Stochastic maximum principle for optimal control problem with a stopping time cost functional, Time optimal sampled-data controls for the heat equation, Robustness under control sampling of reachability in fixed time for nonlinear control systems, The connection between discrete and continuous state constrained optimal control systems, Second-order analysis for the time crisis problem, Unified Riccati Theory for Optimal Permanent and Sampled-Data Control Problems in Finite and Infinite Time Horizons, Continuity/constancy of the Hamiltonian function in a Pontryagin maximum principle for optimal sampled-data control problems with free sampling times, Linearly Constrained Linear Quadratic Regulator from the Viewpoint of Kernel Methods, Optimal sampled-data controls with running inequality state constraints: Pontryagin maximum principle and bouncing trajectory phenomenon

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