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The Regular Indefinite Linear Quadratic Optimal Control Problem: Stabilizable Case [PDF]
SIAM Journal on Control and Optimization, 2018 This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are stabilizable.
Mireille Broucke
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Inverse optimal control problem: the linear-quadratic case [PDF]
2018 IEEE Conference on Decision and Control (CDC), 2018 A common assumption in physiology about human motion is that the realized movements are done in an optimal way. The problem of recovering of the optimality principle leads to the inverse optimal control problem. Formally, in the inverse optimal control problem we should find a cost-function such that under the known dynamical constraint the observed ...
Frédéric Jean, Sofya Maslovskaya
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Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems [PDF]
SIAM Journal on Control and Optimization, 2022 26 ...
Jingrui Sun, Jiongmin Yong
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Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems
Chinese Annals of Mathematics, Series B, 2022 This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under stabilizability condition which is weaker than the controllability, normally imposed in the similar problem for ordinary ...
Sun, Jingrui +2 more
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A Unified Approach to the Finite-Horizon Linear Quadratic Optimal Control Problem* [PDF]
European Journal of Control, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
FERRANTE, AUGUSTO, NTOGRAMATZIDIS L.
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A deterministic linear quadratic time-inconsistent optimal control problem
Mathematical Control and Related Fields, 2011 A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a time-consistent solution to the original time-inconsistent problem.
Jiongmin Yong
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Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method [PDF]
IEEE Transactions on Automatic Control, 2020 This article adopts a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where the drift and diffusion terms in the dynamics may depend on both the state and control.
Na Li, Xunjing Li, Jing Peng, Z. Xu
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Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems [PDF]
SIAM Journal on Control and Optimization, 2021 A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state equation and the weight functions in the linear terms in the running cost rate function.
Jianping Huang +2 more
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E S A I M: Control, Optimisation and Calculus of Variations, 2022 In this article, the stochastic linear-quadratic optimal control problem of mean-field type with jumps under partial information is discussed. The state equation contains affine terms is a SDE with jumps driven by a multidimensional Brownian motion and a
Yiyun Yang, M. Tang, Qingxin Meng
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Stochastic Linear-Quadratic Optimal Control with Partial Observation [PDF]
SIAM Journal of Control and Optimization, 2022 The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the observation system ...
Jingrui Sun, J. Xiong
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