Averaging of Linear Quadratic Parabolic Optimal Control Problem
This paper studies an averaged Linear Quadratic Regulator (LQR) problem for a parabolic partial differential equation (PDE), where the system dynamics are affected by uncertain parameters.
Olena Kapustian +2 more
doaj +2 more sources
Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems [PDF]
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state equation and the weight functions in the linear terms in the running cost rate function.
Jianping Huang +2 more
openaire +3 more sources
Minimizing sequences for a linear-quadratic control problem with three-tempo variables under weak nonlinear perturbations [PDF]
The paper deals with the construction of minimizing sequences for the problem of minimizing a weakly nonlinearly perturbed quadratic performance index on trajectories of a weakly nonlinear system with threetempo state variables. For this purpose,
G.A. Kurina, M.A. Kalashnikova
doaj +3 more sources
Numerical Methods for Solving Linear Time Varying Quadratic Optimal Control Problems
In this article, we discussed linear time varying optimal control problems with quadratic performance index, and approximated control variable, state variable and performance index. There are many different numerical processes for approximating of linear
Adane Akate Ayalew
doaj +1 more source
Two Inverse Problems Solution by Feedback Tracking Control
Two inverse ill-posed problems are considered. The first problem is an input restoration of a linear system. The second one is a restoration of time-dependent coefficients of a linear ordinary differential equation.
Vladimir Turetsky
doaj +1 more source
Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps
The stochastic linear–quadratic optimal control problem with Poisson jumps is addressed in this paper. The coefficients in the state equation and the weighting matrices in the cost functional are all deterministic but are allowed to be indefinite.
Zixuan Li, Jingtao Shi
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
The paper deals with an application of the direct scheme method, consisting of immediately substituting a postulated asymptotic solution into a problem condition and determining a series of control problems for finding asymptotics terms, for asymptotics ...
Galina Kurina, Margarita Kalashnikova
doaj +1 more source
Robust Quadratic Optimal Control for Discrete-Time Linear Systems with Non-Stochastic Noises
In this paper, the quadratic optimal control problem is investigated for the discrete-time linear systems with process and measurement noises which belong to specified ellipsoidal sets.
Jiaoru Huang +4 more
doaj +1 more source
Shooting continuous Runge–Kutta method for delay optimal control problems [PDF]
In this paper, we present an efficient method to solve linear time-delay optimal control problems with a quadratic cost function. In this regard, first, by employing the Pontryagin maximum principle to time-delay systems, the original problem is converted
T. Khanbehbin +3 more
doaj +1 more source

