On the linear quadratic dynamic optimization problems with fixed-levels control functions

Vadim Azhmyakov, Luz Adriana Guzman Trujillo

Resultado de la investigación: Contribución a una revistaArtículo

Resumen

© 2017, Forum-Editrice Universitaria Udinese SRL. All rights reserved. This paper deals with a constrained LQ-type optimal control problem (OCP) in the presence of fixed levels input restrictions. We consider control processes governed by linear differential equations with a priori known control switching structure. The set of admissible inputs reflects some important natural engineering applications and moreover, can also be interpreted as a result of a quantization procedure applied to the original dynamic system. We propose a novel implementable algorithm that makes it possible to calculate a (numerically consistent) approximative solution to the constrained LQ-type OCPs under consideration. Our contribution mainly discusses theoretic aspects of the proposed solution scheme and contains an illustrative numerical example.
Idioma originalInglés estadounidense
Páginas (desde-hasta)219-237
Número de páginas19
PublicaciónItalian Journal of Pure and Applied Mathematics
Volumen37
EstadoPublicada - 1 ene 2017

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