A Riccati approach for constrained linear quadratic optimal control

DOI10.1080/00207179.2011.555883MaRDI QIDQ3015145zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

quadratic programmingoptimal controlstate-control constraints

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10)

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Cites work

• A Chebyshev polynomial method for optimal control with state constraints
• An efficient sequential linear quadratic algorithm for solving nonlinear optimal control problems
• Application of interior-point methods to model predictive control
• Constrained model predictive control: Stability and optimality
• Efficient MPC optimization using Pontryagin's minimum principle
• Numerical Optimization
• Spectral method for constrained linear-quadratic optimal control
• The explicit linear quadratic regulator for constrained systems

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
• scientific article; zbMATH DE number 5181457 (Why is no real title available?)
• 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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