Paper Info
Title
Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems
Abstract
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming a controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state equation and the weight functions in the linear terms in the running cost rate function. Classical approaches do not apply for such problems. Existence and nonexistence of overtaking optimal controls in various cases are established. Some concrete examples are presented. These results show that the overtaking optimality approach can be used to solve some of the above-mentioned problems and at the same time, the limitation of this approach is also revealed.
Year
DOI
Venue
2021
10.1137/20M1361675
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Keywords
DocType
Volume
linear quadratic problem, overtaking optimal control, controllability
Journal
59
Issue
ISSN
Citations 
2
0363-0129
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Jianping Huang1305.34
Jiongmin Yong224676.33
Hua-Cheng Zhou300.34