Results 11 to 20 of about 75,968 (304)
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. Our
Marijan Vukosavljev +2 more
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Inverse optimal control problem: the linear-quadratic case [PDF]
2018 IEEE Conference on Decision and Control (CDC), 2018 A common assumption in physiology about human motion is that the realized movements are done in an optimal way. The problem of recovering of the optimality principle leads to the inverse optimal control problem.
F. Jean, S. Maslovskaya
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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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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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Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
ESAIM: Control, Optimisation and Calculus of Variations, 2023 This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and state processes are presented in the cost functional.
Sun, Jingrui, Wu, Zhen, Xiong, Jie
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Minimizing sequences for a linear-quadratic control problem with three-tempo variables under weak nonlinear perturbations [PDF]
Қарағанды университетінің хабаршысы. Математика сериясы, 2023 The paper deals with the construction of minimizing sequences for the problem of minimizing a weakly nonlinearly perturbed quadratic performance index on trajectories of a weakly nonlinear system with threetempo state variables. For this purpose,
G.A. Kurina, M.A. Kalashnikova
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Numerical Methods for Solving Linear Time Varying Quadratic Optimal Control Problems
Results in Control and Optimization, 2022 In this article, we discussed linear time varying optimal control problems with quadratic performance index, and approximated control variable, state variable and performance index. There are many different numerical processes for approximating of linear
Adane Akate Ayalew
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General indefinite backward stochastic linear-quadratic optimal control problems
ESAIM: Control, Optimisation and Calculus of Variations, 2022 A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in the cost functional are allowed to be indefinite, and the cross-product terms in the control and the state ...
Jingrui Sun, Jiaqiang Wen, Jie Xiong
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The Delayed Doubly Stochastic Linear Quadratic Optimal Control Problem [PDF]
Mathematical Problems in Engineering, 2020 In this paper, the delayed doubly stochastic linear quadratic optimal control problem is discussed. It deduces the expression of the optimal control for the general delayed doubly stochastic control system which contained time delay both in the state variable and in the control variable at the same time and proves its uniqueness by using the classical ...
Yan Chen, Jie Xu
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Axioms, 2023 We consider a finite horizon multi-model linear-quadratic optimal control problem. For this problem, we treat the case where the problem’s functional does not contain a control function. The latter means that the problem under consideration is a singular
Valery Y. Glizer
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