Results 31 to 40 of about 329,967 (359)
Optimal Active Control of a Wave Energy Converter [PDF]
-This paper investigates optimal active control schemes applied to a point absorber wave energy converter within a receding horizon fashion. A variational formulation of the power maximization problem is adapted to solve the optimal control problem.
Abraham, E, Kerrigan, EC
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The traditional linear quadratic optimal control can be summarized as finding the state feedback controller so that the closed-loop system is stable and the performance index is minimum.
Kai Zhang, Suo-Liang Ge
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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
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This article consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modelled as an additional food-provided prey–predator system with Holling type III functional response for
Prakash Daliparthi Bhanu +1 more
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A piecewise linear FEM for an optimal control problem of fractional operators: error analysis on curved domains [PDF]
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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On an infinite dimensional linear-quadratic problem with fixed endpoints: The continuity question
In a Hilbert space setting, necessary and sufficient conditions for the minimum norm solution u to the equation Su = Rz to be continuously dependent on z are given.
Przyłuski K.Maciej
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Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications [PDF]
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, under the assumptions that the diffusion coefficients do not contain the ...
Bensoussan +22 more
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A NUMERICAL METHOD FOR SOLVING LINEAR–QUADRATIC CONTROL PROBLEMS WITH CONSTRAINTS
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
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An extended linear quadratic regulator for LTI systems with exogenous inputs [PDF]
This paper proposes a cost effective control law for a linear time invariant (LTI) system having an extra set of exogenous inputs (or external disturbances) besides the traditional set of control inputs.
Pal, Bikash C., Singh, Abhinav Kumar
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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
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