scholarly journals Computational Algorithm for the Optimal Control of Distributed Parameter Systems with the Terminal State Constraint Using a Gradient Method

1971 ◽  
Vol 7 (1) ◽  
pp. 86-90
Author(s):  
Tatsuo KITAJIMA ◽  
Etsujiro SHIMEMURA
Keyword(s):  
Optimal Control ◽  
Gradient Method ◽  
Computational Algorithm ◽  
State Constraint ◽  
Distributed Parameter Systems ◽  
Terminal State ◽  
Distributed Parameter ◽  
Terminal State Constraint

scholarly journals Indefinite LQ Optimal Control with Terminal State Constraint for Discrete-Time Uncertain Systems

2016 ◽  
Vol 2016 ◽  
pp. 1-10
Author(s):  
Yuefen Chen ◽  
Minghai Yang
Keyword(s):  
Optimal Control ◽  
Discrete Time ◽  
State Constraint ◽  
Terminal State ◽  
Necessary Condition ◽  
Lagrangian Multiplier ◽  
Lq Optimal Control ◽  
System States ◽  
Lq Problem ◽  
Terminal State Constraint

Uncertainty theory is a branch of mathematics for modeling human uncertainty based on the normality, duality, subadditivity, and product axioms. This paper studies a discrete-time LQ optimal control with terminal state constraint, whereas the weighting matrices in the cost function are indefinite and the system states are disturbed by uncertain noises. We first transform the uncertain LQ problem into an equivalent deterministic LQ problem. Then, the main result given in this paper is the necessary condition for the constrained indefinite LQ optimal control problem by means of the Lagrangian multiplier method. Moreover, in order to guarantee the well-posedness of the indefinite LQ problem and the existence of an optimal control, a sufficient condition is presented in the paper. Finally, a numerical example is presented at the end of the paper.

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