On infinite horizon switched LQR problems with state and control constraints

@article{Balandat2012OnIH,
  title={On infinite horizon switched LQR problems with state and control constraints},
  author={Maximilian Balandat and Wei Zhang and Alessandro Abate},
  journal={Systems & Control Letters},
  year={2012},
  volume={61},
  pages={464-471}
}
This paper studies the Discrete-Time Switched LQR problem over an infinite time horizon, subject to polyhedral constraints on state and control inputs. Specifically, we aim to find an infinite-horizon hybridcontrol sequence, i.e., a sequence of continuous and discrete (switching) control inputs, that minimizes an infinite-horizon quadratic cost function, subject to polyhedral constraints on state and (continuous) control input. The overall constrained, infinite-horizon problem is split into two… CONTINUE READING
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