• DocumentCode
    851557
  • Title

    A computational method for infinite-time optimal regulation problems

  • Author

    Lee, Jietae ; Bien, Zeungnam

  • Author_Institution
    Kyungpook National University, Taegu, Korea
  • Volume
    31
  • Issue
    12
  • fYear
    1986
  • fDate
    12/1/1986 12:00:00 AM
  • Firstpage
    1146
  • Lastpage
    1149
  • Abstract
    It is shown that, when an infinite-time optimal regulation problem is solved via a method of increasing the terminal time tfof a corresponding finite-time problem, convergence can be accelerated by incorporating a quadratic terminal weight x(t_{f})^{T} Px(t_{f}) , where P is the steady-state solution of the Riccati equation for a corresponding truncated linear quadratic problem.
  • Keywords
    Differential Riccati equations; Optimal control, nonlinear systems; Riccati equations, differential; Control systems; Convergence; Feedback; Integral equations; Mirrors; Optimal control; Poles and zeros; Regulators; Riccati equations; Steady-state;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1986.1104194
  • Filename
    1104194