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arXiv · 2610.40542

A Behavioral approach to Constrained Linear Quadratic Control: Feasibility and Optimality

Soutrik Bandyopadhyay·Debasattam Pal·Shubhendu Bhasin
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Abstract

This paper develops a constrained linear-quadratic (LQ) optimal control framework within the behavioral approach. Unlike classical formulations that rely on state-input representations, our method treats both the system dynamics and the constraints as trajectory-level objects. The system is modeled through a kernel representation, while inequality constraints are captured using behavioral inequalities defined over infinite-dimensional convex cones. Using quadratic differential forms (QDFs) to encode performance indices, we formulate the constrained LQ problem as a convex variational optimization over trajectories. By employing Gateaux differentials, we derive the stationarity and complementarity conditions and show that they admit a representation as an augmented behavioral system whose unique decomposition into autonomous and controllable sub-behaviors yields a complete parameterization of all optimal constrained trajectories. The resulting conditions constitute a behavioral analogue of the Karush-Kuhn-Tucker (KKT) framework. A numerical example illustrates the effect of inequality constraints on the optimal behavior. The framework provides a general, trajectory-level representation for constrained optimal control and opens avenues for closed-loop and data-driven extensions.

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Soutrik Bandyopadhyay, Debasattam Pal, Shubhendu Bhasin. 2026-10-29. A Behavioral approach to Constrained Linear Quadratic Control: Feasibility and Optimality. https://arxiv.org/abs/2610.40542

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