Solution of the input-constrained LQR problem using dynamic programming

DOI10.1016/j.sysconle.2006.10.018zbMath1141.90496OpenAlexW2036725339MaRDI QIDQ876369

José B. Mare, José A. De Doná

Publication date: 18 April 2007

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2006.10.018

zbMATH Keywords

analytical solutiondynamic programminginput constraintsconstrained optimal control

Mathematics Subject Classification ID

Quadratic programming (90C20) Dynamic programming (90C39)

Related Items (3)

Linear quadratic regulation for discrete-time antilinear systems: an anti-Riccati matrix equation approach ⋮ Symmetry between constrained reference tracking and constrained state estimation ⋮ Optimal control of LQR for discrete time-varying systems with input delays

Cites Work

• Unnamed Item
• Anti-windup and model predictive control: reflections and connections
• Computation of the constrained infinite time linear quadratic regulator
• Minimising conservatism in infinite-horizon LQR control
• Enlarged terminal sets guaranteeing stability of receding horizon control.
• Explicit sub-optimal linear quadratic regulation with state and input constraints
• The stability of constrained receding horizon control
• The explicit linear quadratic regulator for constrained systems

This page was built for publication: Solution of the input-constrained LQR problem using dynamic programming