Results 31 to 40 of about 230,401 (283)
Inverse optimal control problem: the linear-quadratic case [PDF]
2018 IEEE Conference on Decision and Control (CDC), 2018 A common assumption in physiology about human motion is that the realized movements are done in an optimal way. The problem of recovering of the optimality principle leads to the inverse optimal control problem. Formally, in the inverse optimal control problem we should find a cost-function such that under the known dynamical constraint the observed ...
Frederic Jean, Sofya Maslovskaya
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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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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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On the linear quadratic data-driven control [PDF]
, 2007 The classical approach for solving control problems is model based: first a model representation is derived from given data of the plant and then a control law is synthesized using the model and the control specifications.
Markovsky, Ivan, Rapisarda, Paolo
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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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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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Weak and strong minima : from calculus of variation toward PDE optimization [PDF]
, 2013 This note summarizes some recent advances on the theory of optimality conditions for PDE optimization. We focus our attention on the concept of strong minima for optimal control problems governed by semi-linear elliptic and parabolic equations.
Bayen, Térence, Silva, Francisco José
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