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Parametric Regularization of the Functional in a Linear-quadratic Optimal Control Problem
Известия Иркутского государственного университета: Серия "Математика"A linear-quadratic optimal control problem with parameters and arbitrary matrices in the quadratic cost functional is considered on the set of stepwise control functions. As a quality criterion of the admissible set of parameters it is proposed to choose
V.A. Srochko, A. V. Arguchintsev
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Linear Quadratic Optimal Control Problem for Linear Stochastic Generalized System in Hilbert Spaces
Mathematics, 2022 A finite-horizon linear stochastic quadratic optimal control problem is investigated by the GE-evolution operator in the sense of the mild solution in Hilbert spaces.
Zhaoqiang Ge
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Averaging of Linear Quadratic Parabolic Optimal Control Problem
AxiomsThis paper studies an averaged Linear Quadratic Regulator (LQR) problem for a parabolic partial differential equation (PDE), where the system dynamics are affected by uncertain parameters.
Olena Kapustian +2 more
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The regular indefinite linear quadratic optimal control problem: stabilizable case [PDF]
SIAM Journal on Control and Optimization, 2019 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.
Marijan Vukosavljev +2 more
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Abstract and Applied Analysis, 2012 We study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints. Applying the terminal perturbation method and Ekeland’s variation principle, a necessary
Shaolin Ji, Qingmeng Wei, Xiumin Zhang
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A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon [PDF]
Applied Mathematics & Optimization, 2012 22 ...
Jianhui Huang, Xun Li, Jiongmin Yong
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Zero-order Approximation of Three-time Scale Singular Linear-quadratic Optimal Control Problem
Моделирование и анализ информационных систем, 2015 This paper is devoted to the construction of a zero-order approximation of the solution of a three-time scale singular perturbed linear-quadratic optimal control problem with the help of the direct scheme method.
M. A. Kalashnikova
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On Linear-Quadratic Optimal Control Problems for Time-Varying Descriptor Systems [PDF]
SIAM Journal on Control and Optimization, 2004 Summary: We deal with linear-quadratic optimal control problems for time-varying descriptor systems in a Hilbert space setting. A sufficient solvability condition is given by means of an appropriately stated linear boundary value problem (BVP) and by discussing the special structure of the regular differential system inherent in this BVP.
Г. А. Курина, Roswitha März
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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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Two Inverse Problems Solution by Feedback Tracking Control
Axioms, 2021 Two inverse ill-posed problems are considered. The first problem is an input restoration of a linear system. The second one is a restoration of time-dependent coefficients of a linear ordinary differential equation.
Vladimir Turetsky
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