51. Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems
- Author
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Hua-Cheng Zhou, Jianping Huang, and Jiongmin Yong
- Subjects
0209 industrial biotechnology ,Control and Optimization ,Quadratic cost ,Applied Mathematics ,010102 general mathematics ,Linear control systems ,Time horizon ,02 engineering and technology ,Linear quadratic ,Optimal control ,01 natural sciences ,Controllability ,020901 industrial engineering & automation ,Optimization and Control (math.OC) ,Overtaking ,FOS: Mathematics ,Applied mathematics ,Infinite horizon ,0101 mathematics ,Mathematics - Optimization and Control ,Mathematics - Abstract
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state equation and the weight functions in the linear terms in the running cost rate function. Classical approaches do not apply for such kind of problems. Existence and non-existence of overtaking optimal controls in various cases are established. Some concrete examples are presented. These results show that the overtaking optimality approach can be used to solve some of the above-mentioned problems and at the same time, the limitation of this approach is also revealed.
- Published
- 2021
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