论文信息 - A game representation for state constrained linear regulator problems

A game representation for state constrained linear regulator problems

A supremum-of-quadratics representation for a class of convex barrier-type constraints is developed and applied in a class of continuous time state constrained linear regulator problems. Using this representation, it is shown that any linear regulator problem constrained by such a convex barrier-type constraint can be equivalently formulated as an unconstrained two player linear quadratic game.

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