Results 151 to 160 of about 260,601 (185)

A Posteriori Error Estimation for Control-Constrained, Linear-Quadratic Optimal Control Problems

SIAM Journal on Numerical Analysis, 2016
Summary: We derive a posteriori error estimates for control-constrained, linear-quadratic optimal control problems. The error is measured in a norm which is motivated by the objective. Our abstract error estimator is separated into three contributions: the error in the variational inequality (i.e., in the optimality condition for the control) and the ...
Schneider, René, Wachsmuth, Gerd
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A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems

SIAM Journal on Control and Optimization, 2014
We use a Fenchel duality scheme for solving control-constrained linear-quadratic optimal control problems. We derive the dual of the optimal control problem explicitly, where the control constraints are embedded in the dual objective functional, which turns out to be continuously differentiable.
R. S. Burachik, C. Y. Kaya, S. N. Majeed
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Optimal measurement scheduling in linear quadratic Gaussian control problems

Proceedings of the 1998 IEEE International Conference on Control Applications (Cat. No.98CH36104), 2002
This paper presents a solution to the problem of timing measurements for the optimal control of stochastic dynamical systems. It is demonstrated that the optimal timing of measurements depends on the optimal control problem being considered. These type of problems arises in many application areas where there is a cost associated in making measurements.
E. Skafidas, A. Nerode
openaire   +1 more source

Robust optimal control for minimax stochastic linear quadratic problem

International Journal of Control, 2002
The robust maximum principle applied to the minimax linear quadratic problem is derived for stochastic differential equations containing a control-dependent diffusion term. The parametric families of the first and second order adjoint stochastic processes are obtained to construct the corresponding Hamiltonian formalism.
A. S. Poznyak, T. E. Duncan, B. Pasik-Duncan, V. G. Boltyansky   +3 more
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Optimal information acquisition for a linear quadratic control problem

European Journal of Operational Research, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lindset, Snorre, Lund, Arne-Christian, Matsen, Egil   +2 more
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Alternative Form of Optimal Control for the Linear-Quadratic Problem

Journal of Mathematical Sciences, 2001
The author considers a special form of an optimal control problem. This form is an alternative to the known ones. Introducing some assumptions concerning a quality matrix leads to vanishing the dependence on unknown parameters responsible for the future states.
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Linear Quadratic Optimal Control Problem with Entropy

Advances in Applied Mathematics, 2022
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Stochastic linear-quadratic optimal control problems — Recent developments

Annual Reviews in Control, 2023
Jingrui Sun, Jiongmin Yong
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Linear-Quadratic Optimization Problems for Generalized 2D Continuous Control Systems

Journal of Mathematical Sciences
In this paper, some continuous versions of discrete 2D models such as discrete Roesses systems, repetitive processes and discrete Fornasini-Marchesini systems, are presented. Then, the quadratic optimization problems are formulated and the relative concepts of uniqueness of the solution, the optimality conditions and the feedback representation of ...
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Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method

IEEE Transactions on Automatic Control, 2022
Na Li, Xun Li, Jing Peng
exaly