Results 311 to 320 of about 329,967 (359)

Optimal control laws for a class of constrained linear-quadratic problems

Automatica, 1979
In general it seems impossible to specify the form of the solution of the linear-quadratic optimal control problem when there are control constraints. This paper deals with a restricted class of quadratic performance criteria, for which the optimal feedback control law is shown to be linear-in-half-spaces when the control is constrained to take values ...
D. H. Martin, D. H. Jacobson
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Optimal Dynamic Controller Design for Linear Quadratic Tracking Problems

IEEE Transactions on Automatic Control
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Jianguo Zhao, Chunyu Yang 0001, Weinan Gao, Ju H. Park 0001   +3 more
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On positive controllers and linear quadratic optimal control problems†

International Journal of Control, 1982
An 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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An optimality criterion in a linear-quadratic optimal control problem for a descriptor system

Differential Equations, 2000
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Linear-Quadratic Problems of Optimal Control in the Space of Probabilities

IEEE Control Systems Letters, 2022
Maxim V. Staritsyn, Nikolay Pogodaev, Fernando M. Lobo Pereira   +2 more
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The optimal feedback control of the linear‐quadratic control problem with a control inequality constraint

Optimal Control Applications and Methods, 2001
AbstractIn this paper, we consider the linear‐quadratic control problem with an inequality constraint on the control variable. We derive the feedback form of the optimal control by the agency of the unconstrained linear‐quadratic control systems. Copyright © 2001 John Wiley & Sons, Ltd.
Mao, Yunying, Liu, Zeyi
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A Posteriori Error Estimation for Control-Constrained, Linear-Quadratic Optimal Control Problems

SIAM Journal on Numerical Analysis, 2016
Summary: 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 ...
René Schneider, Gerd Wachsmuth
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A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems

SIAM Journal on Control and Optimization, 2014
We 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.
Regina Sandra Burachik, C. Yalçin Kaya, S. N. Majeed   +2 more
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A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications

Science China Information Sciences, 2020
Pengyan Huang, Guangchen Wang, Huanjun Zhang   +2 more
semanticscholar   +1 more source

ϵ‐Optimal and Optimal Controls for the Stochastic Linear‐Quadratic Problem

Mathematische Nachrichten, 1990
AbstractWe study the stochastic regulator problem in Hilbert spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral Riccati equations and no reference to a Riccati differential equation or to the Ito formula is made.
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