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constrained_LQR

A data-driven method for linear quadratic control with state and control constraints proposed in the following paper:

Bo Pang, and Zhong-Ping Jiang. "A Data-driven Approach for Constrained Infinite-Horizon Linear Quadratic Regulation." 2020 59th IEEE Conference on Decision and Control (CDC). IEEE, 2020.

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A data-driven method for linear quadratic control with state and control constraints

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