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

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. © 2017, Forum-Editrice Universitaria Udinese SRL. All rights reserved.

• Fecha de publicación: 2017
• Institución: Universidad de Medellín
• Repositorio: Repositorio UDEM
• Idioma: eng
• OAI Identifier: oai:repository.udem.edu.co:11407/4256
• Acceso en línea: http://hdl.handle.net/11407/4256
• Palabra clave: Convex optimization; Numerical methods; Optimal control; Systems theory; Convex optimization; Differential equations; Optimal control systems; Optimization; System theory; Control functions; Control process; Control switching; Engineering applications; Linear differential equation; Linear quadratic; Optimal control problem; Optimal controls; Numerical methods
• License: http://purl.org/coar/access_right/c_16ec