Results 21 to 30 of about 329,967 (359)
Stochastic Linear-Quadratic Optimal Control with Partial Observation [PDF]
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the observation system ...
Jingrui Sun, J. Xiong
semanticscholar +1 more source
Minimizing sequences for a linear-quadratic control problem with three-tempo variables under weak nonlinear perturbations [PDF]
The paper deals with the construction of minimizing sequences for the problem of minimizing a weakly nonlinearly perturbed quadratic performance index on trajectories of a weakly nonlinear system with threetempo state variables. For this purpose,
G.A. Kurina, M.A. Kalashnikova
doaj +3 more sources
Numerical Methods for Solving Linear Time Varying Quadratic Optimal Control Problems
In this article, we discussed linear time varying optimal control problems with quadratic performance index, and approximated control variable, state variable and performance index. There are many different numerical processes for approximating of linear
Adane Akate Ayalew
doaj +1 more source
We consider a finite horizon multi-model linear-quadratic optimal control problem. For this problem, we treat the case where the problem’s functional does not contain a control function. The latter means that the problem under consideration is a singular
Valery Y. Glizer
doaj +1 more source
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
doaj +1 more source
A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation
Jiongmin Yong
openalex +3 more sources
Store-and-forward based methods for the signal control problem in large-scale congested urban road networks [PDF]
The problem of designing network-wide traffic signal control strategies for large-scale congested urban road networks is considered. One known and two novel methodologies, all based on the store-and-forward modeling paradigm, are presented and compared ...
Abu-Lebdeh +19 more
core +1 more source
A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon [PDF]
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
semanticscholar +1 more source
Multi-Objective LQG Design with Primal-Dual Method
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
doaj +1 more source
Optimal control for networked control systems with multiple delays and packet dropouts
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
doaj +1 more source

