Results 11 to 20 of about 260,527 (285)
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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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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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, 2022 The paper deals with an application of the direct scheme method, consisting of immediately substituting a postulated asymptotic solution into a problem condition and determining a series of control problems for finding asymptotics terms, for asymptotics ...
Galina Kurina, Margarita Kalashnikova
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Indefinite mean-field type linear–quadratic stochastic optimal control problems [PDF]
Automatica, 2020 This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the cost functional to be indefinite. The solvability of stochastic Hamiltonian system and Riccati equations is presented under both positive definite case and indefinite case ...
Li, N, Li, X, Yu, Z
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Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon [PDF]
Applied Mathematics & Optimization, 2017 30 ...
Sun, Jingrui, Yong, Jiongmin
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Store-and-forward based methods for the signal control problem in large-scale congested urban road networks [PDF]
, 2009 The problem of designing network-wide traffic signal control strategies for large-scale congested urban road networks is considered. One known and two novel methodologies, all based on the store-and-forward modeling paradigm, are presented and compared ...
Abu-Lebdeh +19 more
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Multi-Objective LQG Design with Primal-Dual Method
Mathematics, 2023 The objective of this paper is to investigate a multi-objective linear quadratic Gaussian (LQG) control problem. Specifically, we examine an optimal control problem that minimizes a quadratic cost over a finite time horizon for linear stochastic systems ...
Donghwan Lee
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Optimal control for networked control systems with multiple delays and packet dropouts
International Journal of Advanced Robotic Systems, 2020 This article focuses on the problem of optimal linear quadratic Gaussian control for networked control systems with multiple delays and packet dropouts. The main contributions are twofold.
Xiao Lu +5 more
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IEEE Access, 2019 The traditional linear quadratic optimal control can be summarized as finding the state feedback controller so that the closed-loop system is stable and the performance index is minimum.
Kai Zhang, Suo-Liang Ge
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