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Feedback in state constrained optimal control

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Authors: Clarke, F.H.; Rifford, Ludovic; Stern, R.J.;

Feedback in state constrained optimal control

Abstract

An optimal control problem is studied, in which the state is required to remain in a compact set S. A control feedback law is constructed which, for given ε > 0, produces ε-optimal trajectories that satisfy the state constraint universally with respect to all initial conditions in S. The construction relies upon a constraint removal technique which utilizes geometric properties of inner approximations of S and a related tra jectory tracking result. The control feedback is shown to possess a robustness property with respect to state measurement error.

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[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]

26 references, page 1 of 3

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