Date & place : 1st April 2025, Lagrange Gris (L101), Inria Sophia Antipolis.
Title: Solving the deterministic linear-quadratic optimal control with constraints
Abstract: I will present the discrete-time deterministic, one-dimensional optimal control problem, where the profit to be minimize is quadratic, and the dynamics linear.
In the absence of constraints on the state or the control, the optimal feedback is classically obtained as an affine function of the state.
However, when constraints are present, this classical solution may not be valid.
We construct the optimal control and the value function in the cases where the state and the control are bounded below.
