A NUMERICAL METHOD FOR SOLVING LINEAR–QUADRATIC CONTROL PROBLEMS WITH CONSTRAINTS
The paper is devoted to the optimal control problem for a linear system with integrally constrained control function. We study the problem of minimization of a linear terminal cost with terminal constraints given by a set of linear inequalities. For the solution of this problem we propose two-stage...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin.
2016-12-01
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| Series: | Ural Mathematical Journal |
| Subjects: | |
| Online Access: | https://umjuran.ru/index.php/umj/article/view/65 |