Abstract
As it is well known, the optimal control of linear quadratic model is given in a feedback form, which is determined by the solution of a Riccati differential equation. However, the corresponding Riccati differential equation cannot be solved analytically in many cases. Even if an analytic solution can be obtained, it might be a complex time-oriented function. Then the optimal control is often difficult to be implemented and costly in industrial production.
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Zhu, Y. (2019). Parametric Optimal Control for Uncertain Systems. In: Uncertain Optimal Control. Springer Uncertainty Research. Springer, Singapore. https://doi.org/10.1007/978-981-13-2134-4_8
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DOI: https://doi.org/10.1007/978-981-13-2134-4_8
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