Integral Riccati Equations for a Feedback Solution of LQCP with a Terminal Inequality Constraint

  • Zbigniew Emirsajlow
Conference paper
Part of the Advances in Simulation book series (ADVS.SIMULATION, volume 1)


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.


Integral 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
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    Gibson J.S.: The Riccati integral equations for optimal control problems on Hilbert spaces. SIAM J. Control and Optimization, 17(1979), 537–565.MathSciNetMATHCrossRefGoogle Scholar

Copyright information

© Akademie-Verlag Berlin 1988

Authors and Affiliations

  • Zbigniew Emirsajlow
    • 1
  1. 1.Institute of Control EngineeringTechnical University of SzczecinSzczecinPoland

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