Document Type
Conference Proceeding
Publication Date
7-1-2017
Abstract
The aim of this paper is to study the value function of a time-continuous linear quadratic optimal control problem with input and state constraints. No coercive assumptions are made, which leads to optimal control problems whose trajectories are of bounded variation rather than merely absolutely continuous. Our approach is based on classical convex analysis, and we establish a Legendre-Fenchel type equality between the value function of the linear quadratic problem and its dual problem.
Publication Source (Journal or Book title)
IFAC Papersonline
First Page
1637
Last Page
1642
Recommended Citation
Hermosilla, C., & Wolenski, P. (2017). Constrained and impulsive Linear Quadratic control problems. IFAC Papersonline, 50 (1), 1637-1642. https://doi.org/10.1016/j.ifacol.2017.08.330
COinS