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The Hamilton–Jacobi–Bellman (HJB) equation corresponding to constrained control is formulated using a suitable nonquadratic functional. It is shown that the constrained optimal control law has the largest region of asymptotic stability (RAS). The value function of this HJB equation is solved for by solving for a sequence of cost functions satisfying a sequence of Lyapunov equations (LE). A neural...
In this paper, we treat constrained optimization of nonlinear systems. A rigorous solution method to obtain nearly optimal state feedback control that takes into consideration, actuator saturation, state space constraints, and minimum-time control requirement is presented. The constraints are encoded into the optimization formulation through special nonquadrtatic functionals. The associated Hamilton–Jacobi–Bellman...
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