Results 241 to 250 of about 75,968 (304)
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Linear Quadratic Optimal Control Problems
1995In this chapter we consider the optimal control problem with a linear state equation and a quadratic cost functional. Such problems are referred to as linear-quadratic optimal control problems, or LQ problems for short.
Xunjing Li, Jiongmin Yong
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Optimal Dynamic Controller Design for Linear Quadratic Tracking Problems
IEEE Transactions on Automatic ControlzbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jianguo Zhao +3 more
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Forward–backward linear quadratic stochastic optimal control problem with delay
Systems & Control Letters, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Huang, Jianhui, Li, Xun, Shi, Jingtao
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On positive controllers and linear quadratic optimal control problems†
International Journal of Control, 1982An assumption on the non-negative solutions of quadratic equations has been used to study linear quadratic optimal control problems with positive controllers. This note investigates this assumption in more detail.
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Dynamics and Control, 1997
In the paper, a class of global constrained optimization problems which may be nonconvex in general is studied. A simple approach to their solution is presented. Special attention is paid to the case when the objective and constraints functions are quadratic functionals on a Hilbert space.
Matveev, A., Yakubovich, V.
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In the paper, a class of global constrained optimization problems which may be nonconvex in general is studied. A simple approach to their solution is presented. Special attention is paid to the case when the objective and constraints functions are quadratic functionals on a Hilbert space.
Matveev, A., Yakubovich, V.
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A Posteriori Error Estimation for Control-Constrained, Linear-Quadratic Optimal Control Problems
SIAM Journal on Numerical Analysis, 2016Summary: 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, 2014We 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), 2002This 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
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Robust optimal control for minimax stochastic linear quadratic problem
International Journal of Control, 2002The 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 +3 more
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