Results 11 to 20 of about 329,967 (359)
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. Formally, in the inverse optimal control problem we should find a cost-function such that under the known dynamical constraint the observed ...
Frédéric Jean, Sofya Maslovskaya
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Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems
Chinese Annals of Mathematics, Series B, 2022 This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under stabilizability condition which is weaker than the controllability, normally imposed in the similar problem for ordinary ...
Sun, Jingrui +2 more
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Linear Quadratic Optimal Control Problem of Fractional Order Continuous – Time Singular System
Procedia Computer Science, 2020 In this paper, formulation and an approximated numerical scheme for linear quadratic optimal control problem (LQOCP) of fractional order singular system (FOSS) with fixed final time in the sense of Riemann-Liouville (RL) fractional derivative (FD) is ...
Tirumalasetty Chiranjeevi +1 more
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A Unified Approach to the Finite-Horizon Linear Quadratic Optimal Control Problem* [PDF]
European Journal of Control, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
FERRANTE, AUGUSTO, NTOGRAMATZIDIS L.
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Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems [PDF]
SIAM Journal of Control and Optimization, 2022 This paper is concerned with an optimal control problem for a mean-field linear stochastic differential equation with a quadratic functional in the infinite time horizon. Under suitable conditions, including the stabilizability, the (strong) exponential,
Jingrui Sun, Jiongmin Yong
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Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system [PDF]
E S A I M: Control, Optimisation and Calculus of Variations, 2021 This paper investigates the stochastic linear quadratic (LQ, for short) optimal control problem of Markovian regime switching system. The representation of the cost functional for the stochastic LQ optimal control problem of Markovian regime switching ...
Xin Zhang, Xun Li, Jie Xiong
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Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method [PDF]
IEEE Transactions on Automatic Control, 2020 This article adopts a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where the drift and diffusion terms in the dynamics may depend on both the state and control.
Na Li, Xunjing Li, Jing Peng, Z. Xu
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E S A I M: Control, Optimisation and Calculus of Variations, 2022 In this article, the stochastic linear-quadratic optimal control problem of mean-field type with jumps under partial information is discussed. The state equation contains affine terms is a SDE with jumps driven by a multidimensional Brownian motion and a
Yiyun Yang, M. Tang, Qingxin Meng
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Robust Quadratic Optimal Control for Discrete-Time Linear Systems with Non-Stochastic Noises
Applied Sciences, 2022 In this paper, the quadratic optimal control problem is investigated for the discrete-time linear systems with process and measurement noises which belong to specified ellipsoidal sets.
Jiaoru Huang +4 more
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Resolution of a Linear-quadratic Optimal Control Problem Based on Finite-dimensional Models
Известия Иркутского государственного университета: Серия "Математика", 2021 We consider a linear-quadratic optimal control problem with indefinite matrices and the interval control constraint. The problem also has a regularizationparameter in the functional.
V.A. Srochko +2 more
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