Uniform Convergence of the Solutions of Riccati Equations for a Family of Optimal Control Problems

Journal of Systems Science and Complexity ◽

10.1007/s11424-019-8062-y ◽

2019 ◽

Vol 33 (1) ◽

pp. 74-86

Author(s):

Zhaoqiang Ge

Keyword(s):

Optimal Control ◽

Uniform Convergence ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems

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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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An abstract setting for differential Riccati equations in optimal control problems for hyperbolic/Petrowski-type P.D.E.'s with boundary control and slightly smoothing observation

Abstract and Applied Analysis ◽

10.1155/s1085337596000243 ◽

1996 ◽

Vol 1 (4) ◽

pp. 435-484 ◽

Author(s):

R. Triggiani

Keyword(s):

Optimal Control ◽

Boundary Control ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Abstract Setting ◽

Differential Riccati Equations

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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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Comparison of Linear and Riccati Equations Used to Solve Optimal Control Problems

AIAA Journal ◽

10.2514/3.50342 ◽

1972 ◽

Vol 10 (9) ◽

pp. 1154-1159 ◽

Author(s):

B. D. TAPLEY ◽

W. E. WILLIAMSON

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems

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On the Existence of Solutions Characterized by Riccati Equations to Infinite-Time Horizon Nonlinear Optimal Control Problems

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.00448 ◽

2011 ◽

Vol 44 (1) ◽

pp. 9618-9626 ◽

Author(s):

Tayfun Çimen

Keyword(s):

Optimal Control ◽

Time Horizon ◽

Optimal Control Problems ◽

Existence Of Solutions ◽

Riccati Equations ◽

Nonlinear Optimal Control ◽

Control Problems ◽

Infinite Time ◽

Infinite Time Horizon

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A Class of Linear Quadratic Gaussian Hybrid Optimal Control Problems with Realization–Independent Riccati Equations

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2017.08.282 ◽

2017 ◽

Vol 50 (1) ◽

pp. 2205-2210 ◽

Author(s):

Ali Pakniyat ◽

Peter E. Caines

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Gaussian ◽

Hybrid Optimal Control

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Comment on "Comparison of Linear and Riccati Equations Used to Solve Optimal Control Problems"

AIAA Journal ◽

10.2514/3.49298 ◽

1974 ◽

Vol 12 (4) ◽

pp. 575-576 ◽

Author(s):

E. D. DENMAN ◽

PAUL NELSON

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems

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On the Solution of Optimal Control Problems using Parameterized State-Dependent Riccati Equations

2020 59th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc42340.2020.9304343 ◽

2020 ◽

Author(s):

Adam Jones ◽

Alessandro Astolfi

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

State Dependent

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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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Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations

Optimization ◽

10.1080/02331934.2018.1476514 ◽

2018 ◽

Vol 67 (9) ◽

pp. 1461-1485 ◽

Author(s):

Roberto Guglielmi ◽

Karl Kunisch

Keyword(s):

Optimal Control ◽

Sensitivity Analysis ◽

Value Function ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Infinite Dimensional ◽

The Value Function

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