Numerical Methods for Minimax Dynamic Optimal Control Problem with Discrete Time

1986 ◽  
pp. 81-92 ◽  
Author(s):  
R. Pytlak ◽  
K. Malinowski
Keyword(s):  
Optimal Control ◽  
Numerical Methods ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Discrete Time

The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems

Automatica ◽  
2021 ◽  
Vol 127 ◽  
pp. 109506
Author(s):  
Jorge R. Chávez-Fuentes ◽  
Eduardo F. Costa ◽  
Marco H. Terra ◽  
Kaio D.T. Rocha
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Discrete Time ◽  
Singular Systems ◽  
Linear Quadratic ◽  
Markov Jump ◽  
Linear Quadratic Optimal Control ◽  
Quadratic Optimal Control

Solution of Finite-Time LQP Optimal Control Problems for Discrete-Time Systems

1982 ◽  
Vol 104 (2) ◽  
pp. 151-157 ◽  
Author(s):  
M. J. Grimble ◽  
J. Fotakis
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Discrete Time ◽  
Time Optimal Control ◽  
Infinite Time ◽  
Time Problem ◽  
Z Domain ◽  
Time Optimal ◽  
Time Optimal Control Problem

The deterministic discrete-time optimal control problem for a finite optimization interval is considered. A solution is obtained in the z-domain by embedding the problem within a equivalent infinite time problem. The optimal controller is time-invariant and may be easily implemented. The controller is related to the solution of the usual infinite time optimal control problem due to Wiener. This new controller should be of value in self-tuning control laws where a finite interval controller is particularly important.

Sign in / Sign up

Export Citation Format

Share Document