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.
Hua-Cheng Zhou, Jiongmin Yong
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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
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Parametric Regularization of the Functional in a Linear-quadratic Optimal Control Problem
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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Computing Exact Solution for Linear Integral Quadratic Control Problem [PDF]
Quadratic optimal control problems have applications in various fields of science and engineering at the same time, they are relatively easy to solve, In addition, these problems are often taken as test examples that demonstrate the effectiveness of ...
Mohammed Shehata
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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
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Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
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Jingrui Sun
exaly +3 more sources
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
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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
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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
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
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