Decision and forecast horizons for one-dimensional optimal control problems: Existence results and applications

1992 ◽  
Vol 13 (3) ◽  
pp. 179-192 ◽  
Author(s):  
Ryszarda Rempala ◽  
Suresh Sethi
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Existence Results ◽  
Control Problems ◽  
One Dimensional

scholarly journals Constants within Error Estimates for Legendre-Galerkin Spectral Approximations of Control-Constrained Optimal Control Problems

2014 ◽  
Vol 2014 ◽  
pp. 1-5
Author(s):  
Jianwei Zhou
Keyword(s):  
Optimal Control ◽  
Error Estimate ◽  
Optimal Control Problems ◽  
Control Variable ◽  
Control Problems ◽  
Constrained Optimal Control ◽  
One Dimensional ◽  
Error Indicator ◽  
Spectral Approximations ◽  
Explicit Formulae

Explicit formulae of constants within the aposteriorierror estimate for optimal control problems are investigated with Legendre-Galerkin spectral methods. The constrained set is put on the control variable. For simpleness, one-dimensional bounded domain is taken. Meanwhile, the corresponding aposteriorierror indicator is established with explicit constants.

scholarly journals Linearization of a Matrix Riccati Equation Associated to an Optimal Control Problem

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Foued Zitouni ◽  
Mario Lefebvre
Keyword(s):  
Optimal Control ◽  
Riccati Equation ◽  
Stochastic Optimal Control ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Dimensional Problem ◽  
Matrix Riccati Equation ◽  
One Dimensional ◽  
The Matrix ◽  
The One

The matrix Riccati equation that must be solved to obtain the solution to stochastic optimal control problems known as LQG homing is linearized for a class of processes. The results generalize a theorem proved by Whittle and the one-dimensional case already considered by the authors. A particular two-dimensional problem is solved explicitly.

The existence results for obstacle optimal control problems

2009 ◽  
Vol 214 (2) ◽  
pp. 451-456
Author(s):  
Yuquan Ye ◽  
Chi Kin Chan ◽  
H.W.J. Lee
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Existence Results ◽  
Control Problems
Sign in / Sign up

Export Citation Format

Share Document