Abstract. 

This paper is devoted to the construction of a stabilizing controller in a discrete linear-quadratic stationary problem on a semiaxis with control constraints based on the extension principle. The asymptotic stability of the equilibrium point of the corresponding closed-loop system is established with the help of Malkin-Masser-Chetaev theorem. The results of numerical experiments demonstrating the obtained theoretical results are presented. 

Keywords: 

linear-quadratic discrete optimal control problem, control constraints, extension principle, stabilization. 

PP. 61-69.

DOI 10.14357/20718632210406 

 

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