Optimal Continuous/Impulsive LQ Control With Quadratic Constraints
| Autor: | Zhenghong Qiu, Qingyuan Qi, Zhijian Ji |
|---|---|
| Předmět: |
0209 industrial biotechnology
Lagrange duality General Computer Science Optimization algorithm Differential equation General Engineering 02 engineering and technology Linear quadratic solution to FBSDE 020901 industrial engineering & automation Maximum principle Quadratic equation Variational method quadratic constraints maximum principle 0202 electrical engineering electronic engineering information engineering Decoupling (probability) Applied mathematics Continuous/impulsive control 020201 artificial intelligence & image processing General Materials Science lcsh:Electrical engineering. Electronics. Nuclear engineering lcsh:TK1-9971 Computer Science::Databases Mathematics |
| Zdroj: | BASE-Bielefeld Academic Search Engine IEEE Access, Vol 7, Pp 52955-52963 (2019) |
| DOI: | 10.1109/access.2019.2912653 |
| Popis: | 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 in the following. First, the maximum principle is developed by using the variational method. Then, by using the Lagrange duality principle, the optimal continuous/impulsive control can thus be 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|