This paper considers the linear-quadratic control problem (LQCP) for systems defined by evolution operators with a terminal state inequality constraint. It is shown that, under suitable assumptions, the optimal control exists, is unique, and has a closed-loop structure. The synthesis of the feedback control requires one to solve the integral Riccati equation for the unconstrainted LQCP and a linear integral equation whose solution depends on a real parameter satisfying an additional condition.
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This work was completed while the author was visiting the Control Theory Centre, University of Warwick, Coventry, England.
Communicated by L. D. Berkovitz
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Emirsajlow, Z. Feedback control in LQCP with a terminal inequality constraint. J Optim Theory Appl 62, 387–403 (1989). https://doi.org/10.1007/BF00939813
- Linear-quadratic control
- infinite-dimensional systems
- state constraints
- feedback control