A parsimonious algorithm for the solution of continuous-time constrained LQR problems with guaranteed convergence.
Gabriele PannocchiaDavid Q. MayneJames B. RawlingsGiulio M. MancusoPublished in: ECC (2013)
Keyphrases
- iterative algorithms
- optimal solution
- approximate solutions
- computational complexity
- solution quality
- benchmark problems
- learning algorithm
- optimal or near optimal
- dynamic programming
- worst case
- mathematical model
- global minima
- convergence analysis
- theoretical guarantees
- test problems
- solution space
- closed form
- detection algorithm
- particle swarm optimization
- optimization problems
- cost function
- search strategy
- segmentation algorithm
- exact solution
- partial solutions
- algebraic equations
- search space
- stationary points
- preprocessing
- convergence rate
- convergence property
- lower bound
- optimality conditions
- linear equations
- continuous variables
- optimization algorithm