Results 11 to 20 of about 84,888 (249)
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, R. Biswas
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A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon [PDF]
, 2012 A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon.
Jianhui Huang, Xunjing Li, J. Yong
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Mathematical Control and Related Fields, 2021 The paper is devoted to analyze the connection between turnpike phenomena and strict dissipativity properties for continuous-time finite dimensional linear quadratic optimal control problems.
L. Grüne, Roberto Guglielmi
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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, Xunjing Li, Jie Xiong
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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.
Peter Benner +2 more
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A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon [PDF]
Applied Mathematics & Optimization, 2014 22 ...
Huang, Jianhui, Li, Xun, Yong, Jiongmin
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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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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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Linear-quadratic optimal control for discrete-time stochastic descriptor systems
Journal of Industrial and Management Optimization, 2021 In this paper, an optimal control model ruled by a class of linear discrete-time stochastic descriptor systems is considered under quadratic index performance.
Yadong Shu, Bo Li
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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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