Results 221 to 230 of about 14,274 (262)

Optimal Control for a Linear Quadratic Problem with a Stochastic Time Scale

Automation and Remote Control, 2021
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The time-invariant linear-quadratic optimal control problem

Automatica, 1977
This paper provides a review of one of the basic problems of systems theory-the general time-invariant optimal control problem involving linear systems and quadratic costs. The problem includes on one hand the regulator problem of optimal control and on the other, the theory of linear dissipative systems, itself central to network theory and to the ...
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Optimal periodic control in linear quadratic problems

1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes, 1978
In this paper we study a method for the construction of optimal periodic control and optimal period for the time invariant linear quadratic problem with constraints. It is an frequency domain approach basing on the ? criterion of Bittanti, Fronza and Guardabassi.
W. L. Chan, S. K. Ng
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A linear-quadratic optimal controller for the servomechanism problem

1986 25th IEEE Conference on Decision and Control, 1986
A linear-quadratic approach is presented to solve the robust servomechanism problem. It is shown that the resulting controller enjoys many properties like asymptotic regulation, stability, boundedness and robustness.
A. Iftar, U. Ozguner
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Synthesis of a Regulator for a Linear-Quadratic Optimal Control Problem

Computational Mathematics and Mathematical Physics
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Antipin, A. S., Khoroshilova, E. V.
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Alternative Form of Optimal Control for the Linear-Quadratic Problem

Journal of Mathematical Sciences, 2001
The author considers a special form of an optimal control problem. This form is an alternative to the known ones. Introducing some assumptions concerning a quality matrix leads to vanishing the dependence on unknown parameters responsible for the future states.
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STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS WITH RANDOM COEFFICIENTS

Chinese Annals of Mathematics, 2000
This paper deals with a stochastic linear quadratic control problem, with random coefficients and cost functional having negative weight on the square of the control variable. The authors introduce the stochastic Riccati equation for the problem and investigate the solvability, using the contraction mapping theorem and the Malliavin calculus.
Chen, Shuping, Yong, Jiongmin
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Optimal Dynamic Controller Design for Linear Quadratic Tracking Problems

IEEE Transactions on Automatic Control
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Jianguo Zhao, Chunyu Yang 0001, Weinan Gao, Ju H. Park 0001   +3 more
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Optimal control laws for a class of constrained linear-quadratic problems

Automatica, 1979
In general it seems impossible to specify the form of the solution of the linear-quadratic optimal control problem when there are control constraints. This paper deals with a restricted class of quadratic performance criteria, for which the optimal feedback control law is shown to be linear-in-half-spaces when the control is constrained to take values ...
D. H. Martin, D. H. Jacobson
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The linear-quadratic optimal control problem with positive controllers†

International Journal of Control, 1980
The linear-quadratic optimal control problem with positive controllers is considered. Specifically, necessary and sufficient conditions are given for the existence of a solution to the optimal control problem ; the form of these conditions is explicit for the case where a trajectory-dependent term in the integrand of the pay-off functional is absent ...
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