Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
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Publication:1717001
DOI10.3934/jimo.2017082zbMath1412.49068OpenAlexW2758889052MaRDI QIDQ1717001
Publication date: 5 February 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2017082
constrained difference equationdiscrete-time uncertain systemsindefinite LQ controlprocess state inequality constraints
Numerical mathematical programming methods (65K05) Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10)
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