A Riccati approach for constrained linear quadratic optimal control
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Publication:3015145
DOI10.1080/00207179.2011.555883zbMATH Open1222.49049OpenAlexW2158058858MaRDI QIDQ3015145FDOQ3015145
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Publication date: 8 July 2011
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2011.555883
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Cites Work
- Numerical Optimization
- Constrained model predictive control: Stability and optimality
- The explicit linear quadratic regulator for constrained systems
- Application of interior-point methods to model predictive control
- A Chebyshev polynomial method for optimal control with state constraints
- An efficient sequential linear quadratic algorithm for solving nonlinear optimal control problems
- Efficient MPC optimization using Pontryagin's minimum principle
- Spectral method for constrained linear-quadratic optimal control
Cited In (10)
- Geometric insight into discrete-time cheap and singular linear quadratic Riccati (LQR) problems
- Analytic and numeric solutions of discretized constrained optimal control problem with vector and matrix coefficients
- Structure-exploiting Newton-type method for optimal control of switched systems
- Quadratic optimal controller to stabilise symmetrical systems
- A generalization of the Riccati recursion for equality‐constrained linear quadratic optimal control
- Title not available (Why is that?)
- Solution of the matrix Riccati equation for the linear quadratic control problems
- On the solution of the Riccati differential equation arising from the LQ optimal control problem
- A dynamic programming approach to solving constrained linear-quadratic optimal control problems
- An active set solver for constrained \(H_\infty\) optimal control problems with state and input constraints
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