In this section
@inproceedings{Grimaldi:2025:10.1109/CDC57313.2025.11312486,
author = {Grimaldi, RA and Astolfi, A},
doi = {10.1109/CDC57313.2025.11312486},
pages = {3754--3760},
title = {Further results on exact penalization for linear quadratic optimal control problems},
url = {http://dx.doi.org/10.1109/CDC57313.2025.11312486},
year = {2025}
}
TY - CPAPER
AB - A systematic procedure for solving general linear quadratic optimal control problems with linear equality constraints is presented. We exploit the theory of exact penalization, in the spirit of [1], to transform a general linear quadratic problem with a set of linear equality constraints on the state into an equivalent penalized unconstrained problem. Both the finite and the infinite horizon cases are discussed, and the results are given under minimal feasibility assumptions on the constrained problem, which are expressed in a coordinate free form. Two simple examples illustrate the theory.
AU - Grimaldi,RA
AU - Astolfi,A
DO - 10.1109/CDC57313.2025.11312486
EP - 3760
PY - 2025///
SN - 0743-1546
SP - 3754
TI - Further results on exact penalization for linear quadratic optimal control problems
UR - http://dx.doi.org/10.1109/CDC57313.2025.11312486
ER -