Results 31 to 40 of about 18,260,050 (293)
Stochastic linear quadratic control problem of switching systems with constraints
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
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
doaj +1 more source
Solving linear-quadratic optimal control problems on parallel computers
We discuss a parallel library of efficient algorithms for the solution of linear-quadratic optimal control problems involving large-scale systems with state-space dimension up to O(104). We survey the numerical algorithms underlying the implementation of the chosen optimal control methods.
Peter Benner +2 more
openaire +4 more sources
Infinite time horizon optimal current control of a stepper motor exploiting a finite element model [PDF]
An optimal control theory based method is presented aiming at minimizing the energy delivered from source and the power loss in a stepper motor circuit.
Szymanski, G. +5 more
core +1 more source
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
Parameterization of Some Control Problems by Linear Systems
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
doaj +1 more source
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and state processes are presented in the cost functional.
Sun, Jingrui, Wu, Zhen, Xiong, Jie
openaire +3 more sources
Observer‐Based Adaptive Event‐Triggered Tracking Control for Fuzzy TS Systems With Premise Mismatch
This paper presents an adaptive logistic event‐triggered observer‐based tracking controller for Takagi‐Sugeno fuzzy systems under constrained inputs and network delays. Leveraging a hybrid LMI and Secretary Bird Optimization approach, this strategy significantly minimizes communication overhead and computational burden while ensuring optimal reference ...
Oussama Djadane +3 more
wiley +1 more source
Characterization of optimal feedback for stochastic linear quadratic control problems [PDF]
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
openaire +2 more sources
dynoGP: Deep Gaussian Processes for Dynamic System Identification
This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli +3 more
wiley +1 more source

