Optimistic Value Model of Indefinite LQ Optimal Control for Discrete-Time Uncertain Systems

2017 ◽  
Vol 20 (1) ◽  
pp. 495-510 ◽  
Author(s):  
Yuefen Chen ◽  
Yuanguo Zhu
Keyword(s):  
Optimal Control ◽  
Discrete Time ◽  
Uncertain Systems ◽  
Lq Optimal Control ◽  
Value Model ◽  
Optimistic Value

Optimistic Value Model of Uncertain Linear Quadratic Optimal Control with Jump

2016 ◽  
Vol 20 (2) ◽  
pp. 189-196 ◽  
Author(s):  
Liubao Deng ◽  
◽  
Yuefen Chen ◽  
Keyword(s):  
Optimal Control ◽  
Inventory Problem ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Proposed Model ◽  
Lq Optimal Control ◽  
Existence Of Optimal Control ◽  
Necessary And Sufficient ◽  
Value Model ◽  
Optimistic Value

Based on the optimistic value model of uncertain optimal control model with jump, in this paper, an optimistic value model of uncertain linear quadratic (LQ) optimal control with jump is proposed. Then, the necessary and sufficient condition for the existence of optimal control is obtained. Finally, an enterprize's inventory problem is given to illustrate usefulness of the proposed model.

Indefinite LQ optimal control for discrete-time uncertain systems

2019 ◽  
Vol 24 (1) ◽  
pp. 267-279
Author(s):  
Yuefen Chen ◽  
Yuanguo Zhu
Keyword(s):  
Optimal Control ◽  
Discrete Time ◽  
Uncertain Systems ◽  
Lq Optimal Control

scholarly journals The role of terminal cost/reward in finite-horizon discrete-time LQ optimal control

2007 ◽  
Vol 425 (2-3) ◽  
pp. 323-344 ◽  
Author(s):  
Gianfranco Bilardi ◽  
Augusto Ferrante
Keyword(s):  
Optimal Control ◽  
Discrete Time ◽  
Finite Horizon ◽  
Lq Optimal Control

Optimal control of discrete-time uncertain systems with imperfect measurement

2002 ◽  
Vol 47 (11) ◽  
pp. 1909-1914 ◽  
Author(s):  
R.R. Moitie ◽  
M. Quincampoix ◽  
V.M. Veliov
Keyword(s):  
Optimal Control ◽  
Discrete Time ◽  
Uncertain Systems
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