Communications in Information and Systems

Volume 16 (2016)

Number 2

Remark on multi-target, robust linear-quadratic control problem on semi-infinite interval

Pages: 117 – 126

DOI: http://dx.doi.org/10.4310/CIS.2016.v16.n2.a3

Authors

L. Faybusovich (Department of Mathematics, University of Notre Dame, Indiana, U.S.A.)

T. Mouktonglang (Department of Mathematics, Faculty of Science, Chiang Mai University, Chiang Mai, Thailand)

Abstract

We consider the multi-target, robust linear-quadratic control problem on a semi-infinite interval. Using the functional-analytic approach developed in “Multitarget linear-quadratic control problem: semi-infinite interval” (L. Faybusovich and T. Mouktonglang, Mathematical problem in engineering, article ID535610, 2012), we reduce this problem to a convex optimization problem on the simplex. The explicit procedure for the evaluation of the reduced objective function is described.

Full Text (PDF format)