singular optimal control problem infinite horizon additive known disturbance regularization partial cheap control problem perturbation analysis minimizing control sequence
Issue Date:
2018
Publisher:
Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 29, No 1, (2018), 47p-56p
Abstract:
We consider an infinite horizon linear-quadratic optimal control problem for a system with known additive disturbance. A weight matrix of the control cost in the cost functional of this problem is singular, meaning that the problem itself is singular. Using a regularization method, we obtain the infimum of the cost functional and a minimizing sequence of state-feedback controls in this problem. 2010 Mathematics Subject Classification: 49N10, 49K40, 49N60, 49N35, 49N25, 93C73.
