Results 31 to 40 of about 260,527 (285)
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 +2 more
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Body Travel Performance Improvement of Space Vehicle Electromagnetic Suspension System using LQG and LQI Control Methods [PDF]
, 2020 Electromagnetic suspension system (EMS) is mostly used in the field of high-speed vehicle. In this paper, a space exploring vehicle quarter electromagnetic suspension system is modelled, designed and simulated using linear quadratic optimal control ...
Jibril, Mustefa
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A piecewise linear FEM for an optimal control problem of fractional operators: error analysis on curved domains [PDF]
, 2016 We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered.
Otarola, Enrique
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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
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Parameterization of Some Control Problems by Linear Systems
Известия Иркутского государственного университета: Серия "Математика", 2019 In the framework of control parameterization methods a number of optimization problems of linear phase systems with quadratic and bilinear functionals is considered.
V.A. Srochko, E.V. Aksenyushkina
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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 +2 more
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Parametric Regularization of the Functional in a Linear-quadratic Optimal Control Problem
Известия Иркутского государственного университета: Серия "Математика"A linear-quadratic optimal control problem with parameters and arbitrary matrices in the quadratic cost functional is considered on the set of stepwise control functions. As a quality criterion of the admissible set of parameters it is proposed to choose
V.A. Srochko, A. V. Arguchintsev
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Milyutin's Theorem in Linear-Quadratic Optimal Control Problems
Differential Equations, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Characterization of optimal feedback for stochastic linear quadratic control problems [PDF]
Probability, Uncertainty and Quantitative Risk, 2017 One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic control problems. To date, the same problem in the stochastic setting is only partially well-understood.
Lü, Qi, Wang, Tianxiao, Zhang, Xu
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Stochastic HJB Equations and Regular Singular Points [PDF]
, 2018 IIn this paper we show that some HJB equations arising from both finite and infinite horizon stochastic optimal control problems have a regular singular point at the origin. This makes them amenable to solution by power series techniques.
Krener, Arthur J.
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