Solving the infinite-horizon constrained LQR problem using splitting techniques
نویسندگان
چکیده
منابع مشابه
Solving the infinite-horizon constrained LQR problem using splitting techniques
This paper presents a method to solve the constrained infinite-time linear quadratic regulator (LQR) problem. We use an operator splitting technique, namely the alternating minimization algorithm (AMA), to split the problem into an unconstrained LQR problem and a projection step, which are solved repeatedly, with the solution of one influencing the other. The first step amounts to the solution ...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2014
ISSN: 1474-6670
DOI: 10.3182/20140824-6-za-1003.00650