optimal control; minimum energy problem; quadratic cost function; control constraints
Résumé :
[en] Minimum energy problems involving linear systems with quadratic performance criteria are classical in optimal
control theory. The case where controls are constrained is discussed in Athans and Falb (1966) [Athans, M. and
Falb, P.L. (1966), Optimal Control: An Introduction to the Theory and Its Applications, New York: McGraw-Hill
Book Co.] who obtain a componentwise optimal control expression involving a saturation function expression.
We show why the given expression is not generally optimal in the case where the dimension of the control is
greater than one and provide a numerical counterexample.
Disciplines :
Mathématiques
Auteur, co-auteur :
SCHILTZ, Jang ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
BOISSAUX, Marc ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Langue du document :
Anglais
Titre :
On the classical solution to the linear-constrained minimum energy problem
