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Constructing open-loop and closed-loop solutions of linear-quadratic optimal control problems |
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| Authors: | R Gabasov F M Kirillova N S Pavlenok |
| Institution: | (1) Belarussian State University, pr. Nezavisimosti 4, Minsk, 220030, Belarus;(2) Institute of Mathematics, Belarussian Academy of Sciences, ul. Surganova 11, Minsk, 220072, Belarus |
| Abstract: | A linear-quadratic optimal control problem subject to geometric constraints on the controls is studied. Techniques for finding the optimal open-loop control and constructing a closed-loop control are described. The problem solution can include special intervals and sections with chattering modes. The proposed techniques make it possible to find special intervals and construct realizable approximations of unrealizable chattering modes to any degree of accuracy. |
| Keywords: | linear-quadratic optimal control problem construction of optimal open-loop control construction of closed-loop control special modes computational algorithm |
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