singular optimal control problem infinite horizon additive known disturbance regularization partial cheap control problem perturbation analysis minimizing control sequence
Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Pliska Studia Mathematica Bulgarica, Vol. 29, No 1, (2018), 47p-56p
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.