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 in the following. First, the maximum principle is developed by using the variational method....
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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IEEE
2019-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8695006/ |
| _version_ | 1828976922570260480 |
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| author | Qingyuan Qi Zhenghong Qiu Zhijian Ji |
| author_facet | Qingyuan Qi Zhenghong Qiu Zhijian Ji |
| author_sort | Qingyuan Qi |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-14T14:47:55Z |
| format | Article |
| id | doaj.art-1e92b3c5ed644fa89fb4c733337c24b8 |
| institution | Directory Open Access Journal |
| issn | 2169-3536 |
| language | English |
| last_indexed | 2024-12-14T14:47:55Z |
| publishDate | 2019-01-01 |
| publisher | IEEE |
| record_format | Article |
| series | IEEE Access |
| spelling | doaj.art-1e92b3c5ed644fa89fb4c733337c24b82022-12-21T22:57:13ZengIEEEIEEE Access2169-35362019-01-017529555296310.1109/ACCESS.2019.29126538695006Optimal Continuous/Impulsive LQ Control With Quadratic ConstraintsQingyuan Qi0https://orcid.org/0000-0002-8741-6273Zhenghong Qiu1Zhijian Ji2College of Automation, Institute of Complexity Science, Qingdao University, Qingdao, ChinaDepartment of Applied Mathematics, The Hong Kong Polytechnic University, Hong KongCollege of Automation, Institute of Complexity Science, Qingdao University, Qingdao, ChinaIn 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.https://ieeexplore.ieee.org/document/8695006/Continuous/impulsive controlquadratic constraintsmaximum principlesolution to FBSDE |
| spellingShingle | Qingyuan Qi Zhenghong Qiu Zhijian Ji Optimal Continuous/Impulsive LQ Control With Quadratic Constraints IEEE Access Continuous/impulsive control quadratic constraints maximum principle solution to FBSDE |
| title | Optimal Continuous/Impulsive LQ Control With Quadratic Constraints |
| title_full | Optimal Continuous/Impulsive LQ Control With Quadratic Constraints |
| title_fullStr | Optimal Continuous/Impulsive LQ Control With Quadratic Constraints |
| title_full_unstemmed | Optimal Continuous/Impulsive LQ Control With Quadratic Constraints |
| title_short | Optimal Continuous/Impulsive LQ Control With Quadratic Constraints |
| title_sort | optimal continuous impulsive lq control with quadratic constraints |
| topic | Continuous/impulsive control quadratic constraints maximum principle solution to FBSDE |
| url | https://ieeexplore.ieee.org/document/8695006/ |
| work_keys_str_mv | AT qingyuanqi optimalcontinuousimpulsivelqcontrolwithquadraticconstraints AT zhenghongqiu optimalcontinuousimpulsivelqcontrolwithquadraticconstraints AT zhijianji optimalcontinuousimpulsivelqcontrolwithquadraticconstraints |