Results 11 to 20 of about 230,932 (286)
Averaging of Linear Quadratic Parabolic Optimal Control Problem
AxiomsThis 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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Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems [PDF]
SIAM Journal on Control and Optimization, 2021 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
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Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
ESAIM: Control, Optimisation and Calculus of Variations, 2023 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
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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
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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
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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
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Uncertain random problem for multistage switched systems
AIMS Mathematics, 2023 Optimal control problems for switched systems how best to switch between different subsystems. In this paper, two kinds of linear quadratic optimal control problems for multistage switched systems composing of both randomness and uncertainty are studied.
Guangyang Liu , Yang Chang, Hongyan Yan
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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
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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
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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
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