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- W2055001844 abstract "In general it seems impossible to specify the form of the solution of the linear-quadratic optimal control problem when there are control constraints. This paper deals with a restricted class of quadratic performance criteria, for which the optimal feedback control law is shown to be linear-in-half-spaces when the control is constrained to take values in a closed cone Γ ⊆ Rm. The time-varying vector quantities which are required for implementation of the optimal control law may be pre-computed by solving two initial-value problems for certain nonlinear first-order ordinary differential equations, and maximizing a quadratic function over the cone Γ at each time. The instants at which the solutions of these initial-value problems blow up are precisely the ‘escape times’ at which the performance criterion becomes unbounded below on some half-space. Analogues of the familiar Riccati equation are also presented." @default.
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- W2055001844 date "1979-07-01" @default.
- W2055001844 modified "2023-09-25" @default.
- W2055001844 title "Optimal control laws for a class of constrained linear-quadratic problems" @default.
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- W2055001844 doi "https://doi.org/10.1016/0005-1098(79)90017-7" @default.
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