ISSN:
1573-2878
Keywords:
Optimal control
;
infinite horizon
;
nonlinear-quadratic regulator problem
;
linear state feedback
;
approximate problems
;
gradient-flow based algorithm
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, an approach is proposed for solving a nonlinear-quadratic optimal regulator problem with linear static state feedback and infinite planning horizon. For such a problem, approximate problems are introduced and considered, which are obtained by combining a finite-horizon problem with an infinite-horizon linear problem in a certain way. A gradient-flow based algorithm is derived for these approximate problems. It is shown that an optimal solution to the original problem can be found as the limit of a sequence of solutions to the approximate problems. Several important properties are obtained. For illustration, two numerical examples are presented.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02192300
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