Optimal Continuous/Impulsive LQ Control with Quadratic Constraints

Optimal Continuous/Impulsive LQ Control with Quadratic Constraints

In this paper, the optimal continuous/impulsive linear quadratic (LQ) control problem with quadratic constraints is thoroughly solved for the first time. The main contributions of this paper can be stated as below: Firstly, the maximum principle is developed by using the variational method; Then, by...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:IEEE access 2019-01, Vol.7, p.1-1
Hauptverfasser: Qi, Qingyuan, Qiu, Zhenghong, Ji, Zhijian
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Continuous/impulsive control
Decoupling
Difference equations
Differential equations
Duality principle
Mathematical analysis
Maximum principle
Optimization
quadratic constraints
solution to FBSDE
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this paper, the optimal continuous/impulsive linear quadratic (LQ) control problem with quadratic constraints is thoroughly solved for the first time. The main contributions of this paper can be stated as below: Firstly, the maximum principle is developed by using the variational method; Then, by using the Lagrange duality principle, the optimal continuous/impulsive control can be thus obtained via decoupling the forward and backward differential/difference equation (FBSDE); Finally, the optimal parameter can be calculated by using the gradient-type optimization algorithm.
ISSN:2169-3536
2169-3536
DOI:10.1109/ACCESS.2019.2912653