DocumentCode
2577743
Title
The value function for the Linear-Quadratic Regulator with conical control constraints
Author
Goebel, Rafal
Author_Institution
Dept. of Math. & Stat., Loyola Univ. Chicago, Chicago, IL, USA
fYear
2010
fDate
15-17 Dec. 2010
Firstpage
5840
Lastpage
5844
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location
Atlanta, GA
ISSN
0743-1546
Print_ISBN
978-1-4244-7745-6
Type
conf
DOI
10.1109/CDC.2010.5717768
Filename
5717768
Link To Document