AUTHOR(S):

TITLE Linear Quadratic Regulator Problem for Positive Systems with Polyhedral Cone Constraints 
ABSTRACT In the paper, the infinite horizon LQR problem of linear discrete time systems with nonnegative state constraints is studied. The state constraints are defined as a polyhedral cone belonging to the nonnegative orthant. It is investigated when the solution of the unconstrained LQR problem coincide with the solution of constrained problem, when there is no solution and when there is solution of constrained problem, but it doesn’t coincide with the solution of unconstrained LQR problem. 
KEYWORDS Positive systems, Invariant sets, Quadratic programming 
REFERENCES [1] Berman A. and R. Plemmons, Nonnegative Matrics in the Mathematical Sciences, Academic Press, 1979. [1] Berman A. and R. Plemmons, Nonnegative Matrics in the Mathematical Sciences, Academic Press, 1979. 
Cite this paper Snezhana Kostova. (2016) Linear Quadratic Regulator Problem for Positive Systems with Polyhedral Cone Constraints. International Journal of Mathematical and Computational Methods, 1, 372377 
