Optimal control of linear systems for a class of non-quadratic, convex functional

Vidyasagar, M. ; Mueller, S. (1974) Optimal control of linear systems for a class of non-quadratic, convex functional International Journal of Control, 19 (3). pp. 657-660. ISSN 0020-7179

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Official URL: http://www.tandfonline.com/doi/abs/10.1080/0020717...

Related URL: http://dx.doi.org/10.1080/00207177408932661

Abstract

The problem of finding an optimal control for a linear system when the cost functional to be minimized is not quadratic, but a more general type of convex functional, is studied. It is shown that the optimal control can be generated by state feedback. The feedback law in general is a non-linear function of both time and state, given by the solution of a non-linear partial differential equation. This equation reduces to the well-known Riccati equation if the cost functional is quadratic.

Item Type:Article
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Deposited On:22 Aug 2011 12:33
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