Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems

Numerical Linear Algebra with Applications ◽

10.1002/nla.622 ◽

2008 ◽

Vol 15 (9) ◽

pp. 755-777 ◽

Author(s):

Peter Benner ◽

Jing-Rebecca Li ◽

Thilo Penzl

Keyword(s):

Optimal Control ◽

Numerical Solution ◽

Large Scale ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Lyapunov Equations ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems

Journal of Differential Equations ◽

10.1016/j.jde.2019.01.008 ◽

2019 ◽

Vol 267 (1) ◽

pp. 180-227 ◽

Author(s):

Qi Lü

Keyword(s):

Optimal Control ◽

Closed Loop ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Well Posedness ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems

Numerical Linear Algebra with Applications ◽

10.1002/nla.1828 ◽

2012 ◽

Vol 20 (1) ◽

pp. 112-137 ◽

Author(s):

Volker Mehrmann ◽

Federico Poloni

Keyword(s):

Optimal Control ◽

Numerical Solution ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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A method for discrete-time linear quadratic optimal control problems of a large-scale multi-destination network and applications

UKACC International Conference on Control. Control '96 ◽

10.1049/cp:19960563 ◽

1996 ◽

Author(s):

Shin-Yeu Lin

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Large Scale ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations

Science China Mathematics ◽

10.1007/s11425-015-0776-6 ◽

2017 ◽

Vol 61 (3) ◽

pp. 563-576 ◽

Author(s):

Na Li ◽

Zhen Wu ◽

Zhiyong Yu

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Numerical solution of linear-quadratic optimal control problems for switching systems

Miskolc Mathematical Notes ◽

10.18514/mmn.2018.2380 ◽

2018 ◽

Vol 19 (2) ◽

pp. 1035

Author(s):

Shahlar Meherrem ◽

Deniz H. Gucoglu ◽

Samir Guliyev

Keyword(s):

Optimal Control ◽

Numerical Solution ◽

Optimal Control Problems ◽

Control Problems ◽

Switching Systems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems

Systems & Control Letters ◽

10.1016/j.sysconle.2014.03.009 ◽

2014 ◽

Vol 68 ◽

pp. 68-75 ◽

Author(s):

Jianhui Huang ◽

Zhiyong Yu

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Second Chebyshev wavelets (SCWs) method for solving finite-time fractional linear quadratic optimal control problems

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2021.05.017 ◽

2021 ◽

Author(s):

Omid Baghani

Keyword(s):

Optimal Control ◽

Finite Time ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Chebyshev Wavelets ◽

Quadratic Optimal Control

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A Certified Reduced Basis Approach for Parametrized Linear-Quadratic Optimal Control Problems with Control Constraints★

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2015.05.167 ◽

2015 ◽

Vol 48 (1) ◽

pp. 719-720 ◽

Author(s):

Eduard Bader ◽

Mark Kärcher ◽

Martin Grepl ◽

Karen Veroy-Grepl

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Control Constraints ◽

Linear Quadratic ◽

Reduced Basis ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon

Optimization ◽

10.1080/02331934.2015.1014481 ◽

2015 ◽

Vol 65 (3) ◽

pp. 609-633 ◽

Author(s):

S. Pickenhain ◽

A. Burtchen ◽

K. Kolo ◽

V. Lykina

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Pseudospectral Method ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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High order asymptotic solution of linear-quadratic optimal control problems under cheap controls with two different costs

2017 21st International Conference on System Theory, Control and Computing (ICSTCC) ◽

10.1109/icstcc.2017.8107083 ◽

2017 ◽

Author(s):

Galina Kurina ◽

Margarita Kalashnikova

Keyword(s):

Optimal Control ◽

Asymptotic Solution ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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