Analytical solution of a linear quadratic optimal control problem with control value constraints

2014

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DOI 10.1134/s1064230713060026
Data confidence 70 medium
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Abstract

Optimal control problem for time varying linear systems with fixed endpoints of the trajectories and quadratic functional is considered. A method for constructing feedback controls with regard to constraints imposed on them is proposed. The problem is solved using a special form of Lagrange multipliers.