Min-max optimal control of linear systems with uncertainty and terminal state constraints
MetadataShow full item record
In this paper, a class of min–max optimal control problems with continuous dynamical systems and quadratic terminal constraints is studied. The main contribution is that the original terminal state constraint in which the disturbance is involved is transformed into an equivalent linear matrix inequality without disturbance under certain conditions. Then, the original min–max optimal control problem is solved via solving a sequence of semi-definite programming problems. An example is presented to illustrate the proposed method.
Showing items related by title, author, creator and subject.
Li, Bin (2011)In this thesis, we consider several types of optimal control problems with constraints on the state and control variables. These problems have many engineering applications. Our aim is to develop efficient numerical methods ...
Li, Bin; Teo, Kok Lay; Zhao, G.; Duan, G. (2009)In this paper, an efficient computation method is developed for solving a general class of minmax optimal control problems, where the minimum deviation from the violation of the continuous state inequality constraints is ...
Li, Bin; Yu, Changjun; Teo, Kok Lay; Duan, G. (2011)In this paper, we consider a class of optimal control problems subject to equality terminal state constraints and continuous state and control inequality constraints. By using the control parametrization technique and a ...