Feedback control in LQCP with a terminal inequality constraint

This paper considers the linear-quadratic control problem (LQCP) for systems defined by evolution operators with a terminal state inequality constraint. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closed-loop structure. The synthesis of the feedback control requires one to solve the integral Riccati equation for the unconstrainted LQCP and a linear integral equation whose solution depends on a real parameter satisfying an additional condition.This work was completed while the author was visiting the Control Theory Centre, University of Warwick, Coventry, England.