Year: 2019
Type: preprint
Abstract: A supremum-of-quadratics representation for convex barrier-type constraints is developed and applied within the context of a class of continuous time state constrained linear regulator problems. Using this representation, it is shown that a linear regulator problem subjected to such a convex barrier-type constraint can be equivalently formulated as an unconstrained two-player linear quadratic game. By demonstrating equivalence of the upper and lower values of this game, state feedback characterizations for the optimal policies of both players are developed. These characterizations are subsequently illustrated by example.
Source: arXiv (Cornell University)
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2939754441