Results 21 to 30 of about 75,968 (304)
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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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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Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon [PDF]
Applied Mathematics & Optimization, 2017 30 ...
Sun, Jingrui, Yong, Jiongmin
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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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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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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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Approximated Solutions of Linear Quadratic Fractional Optimal Control Problems [PDF]
Journal of Applied Mathematics, Statistics and Informatics, 2016 Abstract In this study we apply the Adomian decomposition method (ADM) to approximate the solution of fractional optimal control problems (FOCPs) where the dynamic of system is a linear control system with constant coefficient and the cost functional is defined in a quadratic form. First we stated the necessary optimality conditions in a
Soradi Zeid, S. +2 more
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Computational and Mathematical Biophysics, 2023 This article consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modelled as an additional food-provided prey–predator system with Holling type III functional response for
Prakash Daliparthi Bhanu +1 more
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On an infinite dimensional linear-quadratic problem with fixed endpoints: The continuity question
International Journal of Applied Mathematics and Computer Science, 2014 In a Hilbert space setting, necessary and sufficient conditions for the minimum norm solution u to the equation Su = Rz to be continuously dependent on z are given.
Przyłuski K.Maciej
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