Reformulations of mathematical programming problems as linear complementarity problems [PDF]
A family of complementarity problems are defined as extensions of the well known Linear Complementarity Problem (LCP). These are (i.) Second Linear Complementarity Problem (SLCP) which is an LCP extended by introducing further equality restrictions and ...
Mitra, G, Judice, JJ
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On an infinite dimensional linear-quadratic problem with fixed endpoints: The continuity question
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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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 the linear quadratic data-driven control
The classical approach for solving control problems is model based: first a model representation is derived from given data of the plant and then a control law is synthesized using the model and the control specifications.
Paolo Rapisarda +3 more
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Zero-order Approximation of Three-time Scale Singular Linear-quadratic Optimal Control Problem
This paper is devoted to the construction of a zero-order approximation of the solution of a three-time scale singular perturbed linear-quadratic optimal control problem with the help of the direct scheme method.
M. A. Kalashnikova
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Optimal control of partially observable linear quadratic systems with asymmetric observation errors [PDF]
This paper deals with the optimal quadratic control problem for non-Gaussian discrete-time stochastic systems. Our main result gives explicit solutions for the optimal quadratic control problem for partially observable dynamic linear systems with ...
Romera, Rosario
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A Mixed Linear Quadratic Optimal Control Problem with a Controlled Time Horizon [PDF]
22 ...
Huang, Jianhui, Li, Xun, Yong, Jiongmin
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A NUMERICAL METHOD FOR SOLVING LINEAR–QUADRATIC CONTROL PROBLEMS WITH CONSTRAINTS
The paper is devoted to the optimal control problem for a linear system with integrally constrained control function. We study the problem of minimization of a linear terminal cost with terminal constraints given by a set of linear inequalities.
Mikhail I. Gusev, Igor V. Zykov
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Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems
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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The Delayed Doubly Stochastic Linear Quadratic Optimal Control Problem [PDF]
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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