An efficient cost reduction procedure for bounded-control LQR problems

DOI10.1007/s40314-016-0393-xzbMath1396.93020OpenAlexW2532233880MaRDI QIDQ725749

John A. Gómez Múnera, Vicente Costanza, Pablo S. Rivadeneira

Publication date: 2 August 2018

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-016-0393-x

zbMATH Keywords

optimal controlgradient methodsLQR problemrestricted controls

Mathematics Subject Classification ID

Controllability (93B05) Feedback control (93B52) Linear systems in control theory (93C05) Linear-quadratic optimal control problems (49N10)

Cites Work

• Optimal saturated feedback laws for LQR problems with bounded controls
• Equations for the missing boundary values in the Hamiltonian formulation of optimal control problems
• Some aspects of reachability for parabolic boundary control problems with control constraints
• Finite-horizon dynamic optimization of nonlinear systems in real time
• LQ control for constrained continuous-time systems
• Control theory from the geometric viewpoint.
• Whither Discrete Time Model Predictive Control?
• Primer on Optimal Control Theory
• Computing integrals involving the matrix exponential
• Minimizing control energy in a class of bounded‐control linear‐quadratic regulator problems
• Continuous Time Linear Quadratic Regulator With Control Constraints via Convex Duality
• Function minimization by conjugate gradients
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