Optimal feedback control for a linear-quadratic control problem with a state inequality constraint |
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| Authors: | Y. Y. Mao |
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| Affiliation: | (1) Department of Mathematics, Tianjin University, Tianjin, P.R. China |
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| Abstract: | In this paper, we consider the linear-quadratic control problem (LQCP) for systems defined by evolution operators with an inequality constraint on the state. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closedloop structure. The synthesis of the feedback control requires one to solve two Riccati integral equations. |
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| Keywords: | Linear-quadratic control problems optimal feedback control admissible controls state constraints |
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