Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
type: Item
instance of: scholarly article
title: Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
zbMATH Open document ID: 0622.93044
DOI: 10.1007/BF00938540
author: B. George
published in: Journal of Optimization Theory and Applications
publication date: 1988-01-01T00:00:00Z
review text: Stability results are given for a class of feedback systems arising from the regulation of imte-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and moving- horizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving-horizon is extended.
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 93D20
zbMATH DE Number: 4010336
zbMATH Keywords: time-dependent
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4010336