Results 21 to 30 of about 231,620 (237)
Optimal control of entanglement via quantum feedback [PDF]
, 2006 It has recently been shown that finding the optimal measurement on the environment for stationary Linear Quadratic Gaussian control problems is a semi-definite program.
A. S. Holevo +11 more
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APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS [PDF]
Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie, 2018 In this paper we consider a linear quadratic control problem for a class of discretetime fractional order systems with multiplicative noise and we find lower bounds of the optimal cost and approximating solutions for the optimal control law.
Viorica Mariela Ungureanu
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Advances in Difference Equations, 2019 This paper is concerned with an optimal control problem for a linear stochastic differential equation (SDE) of mean-field type, where the drift coefficient of observation equation is linear with respect to the state, the control and their expectations ...
Haiyan Zhang
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Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications * [PDF]
, 2016 We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes with respect to ...
Pham, Huyên
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Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability
, 2016 An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.
Li, Xun, Sun, Jingrui, Yong, Jiongmin
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Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems [PDF]
, 2018 We study linear-quadratic stochastic optimal control problems with bilinear state dependence for which the underlying stochastic differential equation (SDE) consists of slow and fast degrees of freedom.
Hartmann, Carsten +2 more
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Известия Иркутского государственного университета: Серия "Математика"The paper provides a brief review of some results obtained in the study of linear-quadratic optimal control problems by one of the founders of the Irkutsk school of optimal control Professor V. A. Srochko.
V.G. Antonik, A. V. Arguchintsev
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Interpreting the dual Riccati equation through the LQ reproducing kernel
Comptes Rendus. Mathématique, 2021 In this study, we provide an interpretation of the dual differential Riccati equation of Linear-Quadratic (LQ) optimal control problems. Adopting a novel viewpoint, we show that LQ optimal control can be seen as a regression problem over the space of ...
Aubin-Frankowski, Pierre-Cyril
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Linear Quadratic Stochastic Optimal Control Problems with Operator Coefficients: Open-Loop Solutions
, 2019 An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the cost functional are bounded operators on the spaces of square integrable ...
Wei, Qingmeng +2 more
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Stochastic HJB Equations and Regular Singular Points [PDF]
, 2018 IIn this paper we show that some HJB equations arising from both finite and infinite horizon stochastic optimal control problems have a regular singular point at the origin. This makes them amenable to solution by power series techniques.
Krener, Arthur J.
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