TR2017-171

Solution to the HJB Equation for LQR-Type Problems on Compact Connected Lie Groups

    •  Gupta, R., Kalabić, U., Bloch, A., Kolmanovsky, I.V., "Solution to the HJB Equation for LQR-Type Problems on Compact Connected Lie Groups", Automatica, November 2017.
      BibTeX TR2017-171 PDF
      • @article{Gupta2017nov,
      • author = {Gupta, Rohit and Kalabić, Uros and Bloch, Anthony and Kolmanovsky, Ilya V.},
      • title = {Solution to the HJB Equation for LQR-Type Problems on Compact Connected Lie Groups},
      • journal = {Automatica},
      • year = 2017,
      • month = nov,
      • url = {https://www.merl.com/publications/TR2017-171}
      • }
  • Research Area:

    Control

Abstract:

In this paper, we provide a solution to the HJB equation associated with LQR-type problems for fully-actuated left-invariant control systems on compact connected Lie groups. We obtain the corresponding algebraic/differential Riccati equation and in turn generalize some of the results in to a broader class of Lie groups. Closed-loop stability results are also derived.