Dualization and discretization of linear-quadratic control problems with bang–bang solutions
We consider linear-quadratic (LQ) control problems, where the control variable appears linearly and is box-constrained. It is well-known that these problems exhibit bang–bang and singular solutions. We assume that the solution is of bang–bang type, which is computationally challenging to obtain. We...
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| Main Authors: | , , |
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| Format: | article |
| Language: | EN |
| Published: |
Elsevier
2016
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| Subjects: | |
| Online Access: | https://doaj.org/article/9c065113ddd54f059d9bfe129bbf6686 |
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