Optimal control laws for a two-level linear quadratic problem

2006 ◽  
pp. 700-711
Author(s):  
Ryszard Gessing
Keyword(s):  
Optimal Control ◽  
Linear Quadratic ◽  
Quadratic Problem ◽  
Control Laws

Robust optimal control for minimax stochastic linear quadratic problem

2002 ◽  
Vol 75 (14) ◽  
pp. 1054-1065 ◽  
Author(s):  
A. S. Poznyak ◽  
T. E. Duncan ◽  
B. Pasik-Duncan ◽  
V. G. Boltyansky
Keyword(s):  
Optimal Control ◽  
Linear Quadratic ◽  
Quadratic Problem ◽  
Robust Optimal Control

Application of an Optimal Control Synthesis Strategy to an Electro-Hydraulic Positioning System

2000 ◽  
Vol 123 (3) ◽  
pp. 377-384 ◽  
Author(s):  
Richard D. Abbott ◽  
Timothy W. McLain ◽  
Randal W. Beard
Keyword(s):  
Optimal Control ◽  
Equations Of Motion ◽  
Galerkin Approximation ◽  
Linear Quadratic Regulator ◽  
Operating Conditions ◽  
Control Synthesis ◽  
Positioning System ◽  
Linear Quadratic ◽  
Control Laws ◽  
Synthesis Strategy

Successive Galerkin Approximation (SGA) provides a means for approximating solutions to the Hamilton-Jacobi-Bellman (HJB) equation. The SGA strategy is applied to the development of optimal control laws for an electro-hydraulic positioning system (EHPS) having nonlinear dynamics. The theory underlying the SGA strategy is developed. Equations of motion for an EHPS are presented and simulation results are compared with those obtained experimentally. Results demonstrating the experimental application of the SGA synthesis strategy to an EHPS under a variety of operating conditions are presented. These results are compared to those obtained from a linear quadratic regulator developed from linearized model equations.

scholarly journals Stochastic maximum principle for systems driven by local martingales with spatial parameters

2021 ◽  
Vol 6 (3) ◽  
pp. 213
Author(s):  
Jian Song ◽  
Meng Wang
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Stochastic Maximum Principle ◽  
Necessary Condition ◽  
Local Martingale ◽  
Linear Quadratic ◽  
Quadratic Problem ◽  
Spatial Parameter ◽  
Stochastic Optimal Control Problem ◽  
Spatial Parameters

<p style='text-indent:20px;'>We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the stochastic maximum principle as the necessary condition for an optimal control, and we also prove its sufficiency under proper conditions. The stochastic linear quadratic problem in this setting is also discussed.</p>

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