A generalization of the Riccati recursion for equality‐constrained linear quadratic optimal control

DOI10.1002/oca.3064arXiv2302.14836OpenAlexW4388647595MaRDI QIDQ6180337

Joris De Schutter, Unnamed Author, Unnamed Author

Publication date: 19 January 2024

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.14836

zbMATH Keywords

trajectory optimizationRiccati recursiondiscrete-time equality-constrained linear quadratic optimal controlnonlinear optimal control algorithms

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Linear-quadratic optimal control problems (49N10)

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