Parametric optimal control of uncertain systems under an optimistic value criterion. Issue 1 (2nd January 2018)

• Record Type: Journal Article
• Authors: Li, Bo; Zhu, Yuanguo
• Is Part Of: Engineering optimization. Volume 50:Issue 1(2018)
• Page Start: 55
• Page End: 69
• Publication Date: 2018-01-02
• Subjects: parametric optimal control -- uncertainty -- linear quadratic model -- optimistic value; Engineering design -- Periodicals; Mathematical optimization -- Periodicals; 620.0042
• DOI: 10.1080/0305215X.2017.1303054
• Languages: English
• ISSNs: 0305-215X

Abstract

ABSTRACT: It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.