Closed-form solutions of a general inequality-constrained lq optimal control problem

Abstract

A general linear quadratic (LQ) optimal control problem, with the dynamic system being governed by a higher-order vector-valued ordinary differential equation and with inequality-constraints on the state vector and/or the control input, is studied. Based on an explicit characterization result, optimal solutions are obtained in closed-form. A constructive method for finding the closed-form optimal solutions is proposed, and two illustrative examples are included

AMS(MOS):

• 49B10
• 49D37
• 65D07
• 93B40

Keywords:

• LQ optimal control
• inequality-constraint
• closed-form optimal solution