Abstract | ||
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A state constrained optimal control problem subject to continuous-time linear time-varying dynamics is decomposed into a family of linear quadratic regulator (LQR) problems via convex duality and a game formalism. By addressing these LQR problems directly, a feedback characterisation for the optimal control is given in terms of the solution of a two-point boundary value problem (TPBVP). This characterisation is illustrated via its application in a simple example. |
Year | Venue | Field |
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2017 | 2017 IEEE 56TH ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | Boundary value problem,Mathematical optimization,Optimal control,Computer science,Convex duality,Symmetric matrix,Formalism (philosophy),Time complexity,Linear-quadratic regulator |
DocType | ISSN | Citations |
Conference | 0743-1546 | 0 |
PageRank | References | Authors |
0.34 | 0 | 2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Peter Dower | 1 | 67 | 21.03 |
Michael Cantoni | 2 | 239 | 38.80 |