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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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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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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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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Computing Exact Solution for Linear Integral Quadratic Control Problem [PDF]
Egyptian Journal of Pure and Applied Science, 2023 Quadratic optimal control problems have applications in various fields of science and engineering at the same time, they are relatively easy to solve, In addition, these problems are often taken as test examples that demonstrate the effectiveness of ...
Mohammed Shehata
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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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Robust Quadratic Optimal Control for Discrete-Time Linear Systems with Non-Stochastic Noises
Applied Sciences, 2022 In this paper, the quadratic optimal control problem is investigated for the discrete-time linear systems with process and measurement noises which belong to specified ellipsoidal sets.
Jiaoru Huang +4 more
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Resolution of a Linear-quadratic Optimal Control Problem Based on Finite-dimensional Models
Известия Иркутского государственного университета: Серия "Математика", 2021 We consider a linear-quadratic optimal control problem with indefinite matrices and the interval control constraint. The problem also has a regularizationparameter in the functional.
V.A. Srochko +2 more
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