Results 131 to 140 of about 260,601 (185)

The time-invariant linear-quadratic optimal control problem

Automatica, 1977
This paper provides a review of one of the basic problems of systems theory-the general time-invariant optimal control problem involving linear systems and quadratic costs. The problem includes on one hand the regulator problem of optimal control and on the other, the theory of linear dissipative systems, itself central to network theory and to the ...
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Forward–backward linear quadratic stochastic optimal control problem with delay

Systems & Control Letters, 2012
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Huang, Jianhui, Li, Xun, Shi, Jingtao
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Linear Quadratic Optimal Control Problems

2021
In this chapter, we are concerned with linear quadratic optimal control problems (LQ problems for short) for stochastic evolution equations, in which the diffusion terms depend on the control variables and the coefficients are stochastic. In such a general setting, one has to introduce suitable operator-valued backward stochastic evolution equations ...
Qi Lü, Xu Zhang
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Stochastic Linear Quadratic Optimal Control Problems

Applied Mathematics & Optimization, 2001
The stochastic linear quadratic optimal control problem is extensively studied for the case of random coefficients, what is highly important in applications like mathematical finance (mean variance hedging). The cost functional is allowed to have a negative weight on the square of the control which reveals interesting differences to the deterministic ...
Chen, S., Yong, J.
openaire   +2 more sources

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