On the linear quadratic dynamic optimization problems with fixed-levels control functions

Publications

On the linear quadratic dynamic optimization problems with fixed-levels control functions

Year : 2017

Publisher : Forum-Editrice Universitaria Udinese SRLforum@forumeditrice.it

Source Title : Italian Journal of Pure and Applied Mathematics

Document Type :

Abstract

This paper deals with a constrained LQ-type optimal control problem (OCP) in the presence of fixed levels input restrictions. We consider control processes governed by linear differential equations with a priori known control switching structure. The set of admissible inputs reflects some important natural engineering applications and moreover, can also be interpreted as a result of a quantization procedure applied to the original dynamic system. We propose a novel implementable algorithm that makes it possible to calculate a (numerically consistent) approximative solution to the constrained LQ-type OCPs under consideration. Our contribution mainly discusses theoretic aspects of the proposed solution scheme and contains an illustrative numerical example.