Linear quadratic regulator problem with positive controls

W.P.M.H. Heemels, S.J.L. Eijndhoven, van, A.A. Stoorvogel

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Abstract

In this paper, the Linear Quadratic Regulator Problem with a positivity constraint on the admissible control set is addressed. Necessary and sufficient conditions for optimality are presented in terms of inner products, projections on closed convex sets, Pontryagin's maximum principle and dynamic programming. Sufficient and sometimes necessary conditions for the existence of positive stabilizing controls are incorporated. Convergence properties between the finite and infinite horizon case are presented. Besides these analytical methods, we describe briefly a method for the approximation of the optimal controls for the finite and infinite horizon problem.
Original languageEnglish
Title of host publicationProceedings 4th European Control Conference, ECC 1997, Brussels, Belgium July 1-4, 1997
PublisherInstitute of Electrical and Electronics Engineers
Pages1796-1801
ISBN (Print)978-395242690-6
DOIs
Publication statusPublished - 1997
Event4th European Control Conference, ECC 1997 - Brussels, Belgium
Duration: 1 Jul 19974 Jul 1997
Conference number: 4

Conference

Conference4th European Control Conference, ECC 1997
Abbreviated titleECC 1997
Country/TerritoryBelgium
CityBrussels
Period1/07/974/07/97

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