Results 31 to 40 of about 75,968 (304)

Zero-order Approximation of Three-time Scale Singular Linear-quadratic Optimal Control Problem

Моделирование и анализ информационных систем, 2015
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
doaj   +1 more source

On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems

Mathematical Control and Related Fields, 2021
The paper is devoted to analyze the connection between turnpike phenomena and strict dissipativity properties for continuous-time finite dimensional linear quadratic optimal control problems.
L. Grüne, Roberto Guglielmi
semanticscholar   +1 more source

A NUMERICAL METHOD FOR SOLVING LINEAR–QUADRATIC CONTROL PROBLEMS WITH CONSTRAINTS

Ural Mathematical Journal, 2016
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
doaj   +1 more source

Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system

E S A I M: Control, Optimisation and Calculus of Variations, 2021
This paper investigates the stochastic linear quadratic (LQ, for short) optimal control problem of Markovian regime switching system. The representation of the cost functional for the stochastic LQ optimal control problem of Markovian regime switching ...
Xin Zhang, Xunjing Li, Jie Xiong
semanticscholar   +1 more source

Stochastic linear quadratic control problem of switching systems with constraints

Journal of Inequalities and Applications, 2016
This paper is devoted to the optimal control problem for stochastic linear switching systems with a quadratic cost functional. A necessary and sufficient condition of optimality for mentioned linear control systems under endpoint constraints is obtained.
Charkaz Aghayeva
doaj   +1 more source

Optimal vibration control of moving-mass beam systems with uncertainty

Journal of Low Frequency Noise, Vibration and Active Control, 2020
A linear optimal regulator for uncertain system is designed through the application of the probability density evolution method to linear quadratic regulator controller. One important background of this work is bridge-vehicle/gun-projectile system.
Xiaoxiao Liu, YuanSheng Wang, XingMin Ren   +2 more
doaj   +1 more source

An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information

Advances in Difference Equations, 2019
This paper is concerned with an optimal control problem for a linear stochastic differential equation (SDE) of mean-field type, where the drift coefficient of observation equation is linear with respect to the state, the control and their expectations ...
Haiyan Zhang
doaj   +1 more source

The stochastic linear quadratic optimal control problem in Hilbert spaces: A polynomial chaos approach

, 2016
We consider the stochastic linear quadratic optimal control problem for state equations of the Ito-Skorokhod type, where the dynamics are driven by strongly continuous semigroup.
T. Levajković, H. Mena, A. Tuffaha
semanticscholar   +1 more source

Linear-quadratic optimal control for discrete-time stochastic descriptor systems

Journal of Industrial and Management Optimization, 2021
In this paper, an optimal control model ruled by a class of linear discrete-time stochastic descriptor systems is considered under quadratic index performance.
Yadong Shu, Bo Li
semanticscholar   +1 more source

Discrete time mean-field stochastic linear-quadratic optimal control problems [PDF]

Automatica, 2013
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the problem becomes an operator stochastic LQ problem, in which the optimal control is a linear state feedback ...
Elliott, Rhys Robert, Li, Xun, Ni, Yuan-Hua   +2 more
openaire   +4 more sources