Abstract
The infinite-horizon continuous-time linear-quadratic regulator problem with conical control constraints is considered. Properties of the optimal value function are studied and illustrated: characterization as a solution to a stationary Hamilton-Jacobi equation; convex conjugacy with a dual value function; approximation via smooth value functions for perturbed problems; differentiability; and utility for stabilizing feedback design.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
