Optimal infinite-horizon control and the stabilization of linear discrete-time systems: State-control constraints and non-quadratic cost functions

@article{Keerthi1985OptimalIC,
  title={Optimal infinite-horizon control and the stabilization of linear discrete-time systems: State-control constraints and non-quadratic cost functions},
  author={S. Sathiya Keerthi and Elmer G. Gilbert},
  journal={1985 24th IEEE Conference on Decision and Control},
  year={1985},
  pages={953-956}
}
Stability results are given for a class of feedback systems arising from the regulation of time-invariant, discrete-time linear systems using optimal infinite-horizon control laws. The class is characterized by joint constraints on the state and the control and a general nonlinear cost function. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee asymptotic stability of the optimal feedback systems. Prior results, which concern the linear… CONTINUE READING