Explicit Solution to Bellman Equation for Positive Systems with Linear Cost
Anders Rantzer
Abstract
The manuscript is devoted to optimal control for a class of linear positive systems with linear objective function and linear constraints. The solution to the corresponding Bellman equation is a linear value function, which can be found by linear programming.
Topics & Concepts
Linear programmingBellman equationLinear systemLinear-fractional programmingFunction (biology)Class (philosophy)Linear equationMathematical optimizationMathematicsValue (mathematics)Applied mathematicsComputer scienceMathematical analysisStatisticsEvolutionary biologyBiologyArtificial intelligenceAdvanced Control Systems OptimizationAerospace Engineering and Control SystemsAdaptive Control of Nonlinear Systems