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Continuous time constrained linear quadratic regulator - convex duality approach | IEEE Conference Publication | IEEE Xplore

Continuous time constrained linear quadratic regulator - convex duality approach


Abstract:

A continuous time infinite horizon linear quadratic regulator with input constraints is studied. On the theoretical side, optimality conditions, both in the open loop and...Show More

Abstract:

A continuous time infinite horizon linear quadratic regulator with input constraints is studied. On the theoretical side, optimality conditions, both in the open loop and feedback form, are shown together with smoothness of the value function and local Lipschitz continuity of the optimal feedback. Arguments are self-contained, use basic ideas of convex conjugacy, and in particular, use a dual optimal control problem. A method of calculating the optimal and stabilizing feedback without relying on discrete optimization is outlined.
Date of Conference: 08-10 June 2005
Date Added to IEEE Xplore: 01 August 2005
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Conference Location: Portland, OR, USA

References

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