Results 141 to 150 of about 260,601 (185)

Optimal periodic control in linear quadratic problems

1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes, 1978
In this paper we study a method for the construction of optimal periodic control and optimal period for the time invariant linear quadratic problem with constraints. It is an frequency domain approach basing on the ? criterion of Bittanti, Fronza and Guardabassi.
W. L. Chan, S. K. Ng
openaire   +1 more source

STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS WITH RANDOM COEFFICIENTS

Chinese Annals of Mathematics, 2000
This paper deals with a stochastic linear quadratic control problem, with random coefficients and cost functional having negative weight on the square of the control variable. The authors introduce the stochastic Riccati equation for the problem and investigate the solvability, using the contraction mapping theorem and the Malliavin calculus.
Chen, Shuping, Yong, Jiongmin
openaire   +1 more source

A Singular Linear Quadratic Time-Inconsistent Optimal Control Problem

Journal of Systems Science and Complexity, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Identifiability and Solvability in Inverse Linear Quadratic Optimal Control Problems

Journal of Systems Science and Complexity, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Yibei, Wahlberg, Bo, Hu, Xiaoming
openaire   +2 more sources

Solving linear-quadratic optimal control problems on parallel computers

Optimization Methods and Software, 2008
We discuss a parallel library of efficient algorithms for the solution of linear-quadratic optimal control problems involving large-scale systems with state-space dimension up to O(104). We survey the numerical algorithms underlying the implementation of the chosen optimal control methods.
Benner, P. ; https://orcid.org/0000-0003-3362-4103, Quintana-Ortí, E., Quintana-Ortí, G.   +2 more
openaire   +2 more sources

Linear Quadratic Optimal Control Problems

1995
In this chapter we consider the optimal control problem with a linear state equation and a quadratic cost functional. Such problems are referred to as linear-quadratic optimal control problems, or LQ problems for short.
Xunjing Li, Jiongmin Yong
openaire   +1 more source

Optimal Dynamic Controller Design for Linear Quadratic Tracking Problems

IEEE Transactions on Automatic Control
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jianguo Zhao, Chunyu Yang, Weinan Gao, Ju H. Park   +3 more
openaire   +1 more source

The linear-quadratic optimal control problem with positive controllers†

International Journal of Control, 1980
The linear-quadratic optimal control problem with positive controllers is considered. Specifically, necessary and sufficient conditions are given for the existence of a solution to the optimal control problem ; the form of these conditions is explicit for the case where a trajectory-dependent term in the integrand of the pay-off functional is absent ...
openaire   +1 more source

On positive controllers and linear quadratic optimal control problems†

International Journal of Control, 1982
An assumption on the non-negative solutions of quadratic equations has been used to study linear quadratic optimal control problems with positive controllers. This note investigates this assumption in more detail.
openaire   +1 more source

Nonconvex Problems of Global Optimization: Linear-Quadratic Control Problems with Quadratic Constraints

Dynamics and Control, 1997
In the paper, a class of global constrained optimization problems which may be nonconvex in general is studied. A simple approach to their solution is presented. Special attention is paid to the case when the objective and constraints functions are quadratic functionals on a Hilbert space.
Matveev, A., Yakubovich, V.
openaire   +2 more sources