On the stochastic linear quadratic control problem with piecewise constant admissible controls

Linear Quadratic ◽

Piecewise Constant ◽

Admissible Controls ◽

Projector approach for constructing the zero order asymptotic solution for the singularly perturbed linear-quadratic control problem in a critical case

10.1063/1.5049067 ◽

2018 ◽

Cited By ~ 2

Author(s):

Galina A. Kurina ◽

Nguyen Thi Hoai

Keyword(s):

Asymptotic Solution ◽

Control Problem ◽

Critical Case ◽

Zero Order ◽

Singularly Perturbed ◽

Linear Quadratic ◽

A linear-quadratic control problem with discretionary stopping

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2007.8.261 ◽

2007 ◽

Vol 8 (2) ◽

pp. 261-277 ◽

Cited By ~ 1

Author(s):

Shigeaki Koike ◽

◽

Hiroaki Morimoto ◽

Shigeru Sakaguchi ◽

Keyword(s):

Control Problem ◽

Linear Quadratic ◽

Discretionary Stopping ◽

LINEAR QUADRATIC CONTROL PROBLEM OF STOCHASTIC SWITCHING SYSTEMS WITH DELAY

Anadolu Üniversitesi Bilim Ve Teknoloji Dergisi - B Teorik Bilimler ◽

10.20290/btdb.87745 ◽

2016 ◽

Vol 4 (2) ◽

Author(s):

Charkaz Arif Aghayeva

Keyword(s):

Control Problem ◽

Switching Systems ◽

Linear Quadratic ◽

Stochastic Switching ◽

Optimal feedback control for a linear-quadratic control problem with a state inequality constraint

Journal of Optimization Theory and Applications ◽

10.1007/bf02191857 ◽

1994 ◽

Vol 82 (2) ◽

pp. 323-341 ◽

Cited By ~ 3

Author(s):

Y. Y. Mao

Keyword(s):

Feedback Control ◽

Control Problem ◽

Inequality Constraint ◽

Optimal Feedback Control ◽

Linear Quadratic ◽

Optimal Feedback ◽

Computer Aided Chemical Engineering - European Symposium on Computer-Aided Process Engineering-15, 38th European Symposium of the Working Party on Computer Aided Process Engineering ◽

Linear quadratic control problem in biomedical engineering

10.1016/s1570-7946(05)80041-0 ◽

2005 ◽

pp. 1195-1200 ◽

Cited By ~ 1

Author(s):

Irma Y. Sánchez Chávez ◽

Rubén Morales-Menéndez ◽

Sergio O. Martínez Chapa

Keyword(s):

Control Problem ◽

Biomedical Engineering ◽

Linear Quadratic ◽

Mathematical Concepts and Methods in Science and Engineering - Mathematical Methods in Robust Control of Linear Stochastic Systems ◽

Linear Quadratic Control Problem for Linear Stochastic Systems

10.1007/978-0-387-35924-3_5 ◽

2007 ◽

pp. 159-207

Keyword(s):

Control Problem ◽

Stochastic Systems ◽

Linear Quadratic ◽

Linear Stochastic Systems ◽

An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process

2018 IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2018.8619402 ◽

2018 ◽

Cited By ~ 3

Author(s):

Petr Coupek ◽

Tyrone E. Duncan ◽

Bohdan Maslowski ◽

Bozenna Pasik-Duncan

Keyword(s):

Control Problem ◽

Time Horizon ◽

Linear Quadratic ◽

Infinite Time ◽

Infinite Time Horizon ◽

Rosenblatt Process ◽

Regret Analysis for Learning in a Multi-Agent Linear-Quadratic Control Problem

2020 American Control Conference (ACC) ◽

10.23919/acc45564.2020.9147525 ◽

2020 ◽

Author(s):

Seyed Mohammad Asghari ◽

Mukul Gagrani ◽

Ashutosh Nayyar

Keyword(s):

Control Problem ◽

Linear Quadratic ◽

Multi Agent ◽

Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem

Optimization Methods and Software ◽

10.1080/10556780500079086 ◽

2006 ◽

Vol 21 (2) ◽

pp. 315-341 ◽

Cited By ~ 3

Author(s):

L. Faybusovich ◽

T. Mouktonglang ◽

T. Tsuchiya

Keyword(s):

Control Problem ◽

Interior Point ◽

Interior Point Method ◽

Point Method ◽

Linear Quadratic ◽

Infinite Dimensional ◽

A linear quadratic control problem with mean field dependent fixed costs

52nd IEEE Conference on Decision and Control ◽

10.1109/cdc.2013.6760362 ◽

2013 ◽

Author(s):

Silvia Faggian ◽

Raffaele Pesenti

Keyword(s):

Control Problem ◽

Mean Field ◽

Fixed Costs ◽

Linear Quadratic ◽

Field Dependent ◽