Title :
The value function for the Linear-Quadratic Regulator with conical control constraints
Author_Institution :
Dept. of Math. & Stat., Loyola Univ. Chicago, Chicago, IL, USA
Abstract :
The infinite-horizon continuous-time linear-quadratic regulator problem with conical control constraints is considered. Properties of the optimal value function are studied and illustrated: characterization as a solution to a stationary Hamilton-Jacobi equation; convex conjugacy with a dual value function; approximation via smooth value functions for perturbed problems; differentiability; and utility for stabilizing feedback design.
Keywords :
continuous time systems; control system synthesis; differential equations; feedback; infinite horizon; linear quadratic control; stability; conical control constraints; convex conjugacy; dual value function; feedback design stabilization; infinite-horizon continuous-time linear-quadratic regulator problem; optimal value function; smooth value functions; stationary Hamilton-Jacobi equation; Biological system modeling; Equations; Jacobian matrices; Linear systems; Mathematical model; Optimal control; Regulators;
Conference_Titel :
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
978-1-4244-7745-6
DOI :
10.1109/CDC.2010.5717768
