Article ID: | iaor20023368 |
Country: | United Kingdom |
Volume: | 22 |
Issue: | 2 |
Start Page Number: | 95 |
End Page Number: | 109 |
Publication Date: | Mar 2001 |
Journal: | Optimal Control Applications & Methods |
Authors: | Mao Yunying, Liu Zeyi |
Keywords: | Feedback |
In this paper, we consider the linear–quadratic control problem with an inequality constraint on the control variable. We derive the feedback form of the optimal control by the agency of the unconstrained linear–quadratic control systems.