Results 11 to 20 of about 230,401 (283)
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
openaire +6 more sources
Two numerical methods for nonlinear constrained quadratic optimal control problems using linear B-spline functions [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2016 This paper presents two numerical methods for solving the nonlinear constrained optimal control problems including quadratic performance index. The methods are based upon linear B-spline functions. The properties of B-spline functions are presented.
Yousof Edrisi-Tabri +2 more
doaj +1 more source
Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems
Chinese Annals of Mathematics, Series B, 2022 This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under stabilizability condition which is weaker than the controllability, normally imposed in the similar problem for ordinary ...
Sun, Jingrui +2 more
openaire +2 more sources
General indefinite backward stochastic linear-quadratic optimal control problems
ESAIM: Control, Optimisation and Calculus of Variations, 2022 A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in the cost functional are allowed to be indefinite, and the cross-product terms in the control and the state ...
Jingrui Sun, Jiaqiang Wen, Jie Xiong
openaire +2 more sources
The Delayed Doubly Stochastic Linear Quadratic Optimal Control Problem [PDF]
Mathematical Problems in Engineering, 2020 In this paper, the delayed doubly stochastic linear quadratic optimal control problem is discussed. It deduces the expression of the optimal control for the general delayed doubly stochastic control system which contained time delay both in the state variable and in the control variable at the same time and proves its uniqueness by using the classical ...
Yan Chen, Jie Xu
openaire +2 more sources
Моделирование и анализ информационных систем, 2021 For a continuous nonlinear control system on a finite time interval with control constraints, where the right-hand side of the dynamics equations is linear in control and linearizable in the vicinity of the zero equilibrium position, we consider the ...
Michail G. Dmitriev +2 more
doaj +1 more source
Computational and Mathematical Biophysics, 2023 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
doaj +1 more source
Indefinite mean-field type linear–quadratic stochastic optimal control problems [PDF]
Automatica, 2020 This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the cost functional to be indefinite. The solvability of stochastic Hamiltonian system and Riccati equations is presented under both positive definite case and indefinite case ...
Li, N, Li, X, Yu, Z
openaire +3 more sources
مجلة جامعة الزيتونة, 2022 This paper deals with the theoretical and computational analysis of linear quadratic regulator (LQR) problems, with the aim of providing solutions to them with MATLAB simulation and implementation.
Jassm Khalefa, Salma Saeid
doaj +2 more sources
Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications [PDF]
, 2010 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
core +3 more sources