Integral Riccati Equations for a Feedback Solution of LQCP with a Terminal Inequality Constraint
This paper considers the linear quadratic control problem (LQCP) for systems defined by evolution operators with a terminal state inequality constraint. It is shown that under a suitable assumption the optimal control exists and has a feedback structure. A synthesis of the feedback involves two integral Riccati equations.
KeywordsIntegral Equation Optimal Control Problem Inequality Constraint State Constraint Riccati Equation
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- Emirsajlow Z.: A feedback in LQCP with a terminal inequality constraint. Control Theory Centre Report No. 140, University of Warwick, Coventry (to appear in Journal of Optimization Theory and Application).Google Scholar